+216.2%
ELF vs NTRS
+88.8%
+127.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.4% | -5.7% | -4.9% |
| 7D | -10.8% | +0.3% | -11.2% | -11.0% |
| 30D | +0.8% | +0.2% | +0.7% | +0.6% |
| 3M | +64.8% | +13.2% | +51.6% | +54.8% |
| 6M | +19.0% | +36.9% | -18.0% | +1.2% |
| YTD | +25.9% | +39.1% | -13.2% | +5.9% |
| 1Y | -28.8% | +50.4% | -79.2% | -42.4% |
| 3Y | -29.6% | +166.8% | -196.4% | -55.9% |
| 5Y | +216.2% | +92.9% | +123.4% | +123.7% |
| All | +216.2% | +88.8% | +127.5% | +123.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling