+261.4%
ELF vs TRU
+136.7%
+124.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.3% |
| 7D | -10.8% | -9.4% | -1.5% | -7.2% |
| 30D | +0.8% | -4.1% | +4.9% | +2.4% |
| 3M | +64.8% | +13.6% | +51.2% | +54.9% |
| 6M | +19.0% | +3.6% | +15.4% | +15.6% |
| YTD | +25.9% | -9.8% | +35.8% | +28.6% |
| 1Y | -28.8% | -13.6% | -15.1% | -26.4% |
| 3Y | -29.6% | -2.0% | -27.7% | -34.1% |
| 5Y | +216.2% | -35.8% | +252.1% | +261.0% |
| All | +261.4% | +136.7% | +124.6% | +190.1% |
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