+293.6%
ELF vs NTRS
+247.2%
+46.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.9% | -3.9% | -4.5% |
| 7D | -1.2% | +1.7% | -2.8% | -1.9% |
| 30D | +5.9% | +0.1% | +5.8% | +5.7% |
| 3M | +99.5% | +9.8% | +89.7% | +90.4% |
| 6M | +26.5% | +34.7% | -8.1% | +9.3% |
| YTD | +37.2% | +37.4% | -0.2% | +17.0% |
| 1Y | -24.4% | +48.2% | -72.6% | -37.8% |
| 3Y | -23.3% | +163.5% | -186.8% | -51.3% |
| 5Y | +245.2% | +88.2% | +156.9% | +147.7% |
| All | +293.6% | +247.2% | +46.4% | +140.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling