+265.7%
ELF vs NTRS
+255.3%
+10.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.7% |
| 7D | -11.6% | +1.4% | -13.0% | -12.2% |
| 30D | +4.6% | -0.7% | +5.3% | +4.8% |
| 3M | +59.7% | +11.3% | +48.4% | +51.5% |
| 6M | +21.2% | +35.5% | -14.3% | +4.4% |
| YTD | +27.4% | +40.6% | -13.1% | +7.5% |
| 1Y | -29.8% | +49.2% | -79.0% | -42.4% |
| 3Y | -28.5% | +167.2% | -195.7% | -54.9% |
| 5Y | +220.0% | +94.9% | +125.1% | +126.1% |
| All | +265.7% | +255.3% | +10.4% | +121.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling