+301.7%
ELF vs TRU
+183.1%
+118.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.1% | +3.8% | +3.9% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | +9.1% | +21.3% | -12.2% | +0.1% |
| 3M | +28.2% | +0.2% | +27.9% | +26.8% |
| 6M | +119.5% | +22.4% | +97.2% | +97.3% |
| YTD | +55.2% | -4.8% | +60.0% | +53.6% |
| 1Y | +58.6% | -0.2% | +58.8% | +53.7% |
| 3Y | +21.3% | +57.9% | -36.6% | -6.9% |
| 5Y | +276.2% | -26.1% | +302.3% | +299.4% |
| All | +301.7% | +183.1% | +118.6% | +206.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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