-28.5%
ELF vs NTRS
+168.2%
-196.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.6% |
| 7D | -11.6% | +1.4% | -13.0% | -12.3% |
| 30D | +4.6% | -0.7% | +5.3% | +4.9% |
| 3M | +59.7% | +11.3% | +48.4% | +49.3% |
| 6M | +21.2% | +35.5% | -14.3% | -0.8% |
| YTD | +27.4% | +40.6% | -13.1% | +1.1% |
| 1Y | -29.8% | +49.2% | -79.0% | -46.6% |
| 3Y | -28.5% | +167.2% | -195.7% | -61.7% |
| All | -28.5% | +168.2% | -196.6% | -61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling