-18.0%
ELF vs NTRS
+46.5%
-64.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.2% |
| 7D | +5.4% | -0.1% | +5.4% | +5.4% |
| 30D | +27.0% | +1.2% | +25.8% | +26.2% |
| 3M | +113.2% | +8.3% | +104.9% | +106.4% |
| 6M | +36.6% | +30.0% | +6.6% | +19.9% |
| YTD | +44.2% | +38.0% | +6.2% | +21.2% |
| 1Y | -18.0% | +47.4% | -65.4% | -32.9% |
| All | -18.0% | +46.5% | -64.5% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NTRS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling