-20.4%
ELF vs TRU
+0.4%
-20.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.9% | +8.0% | +4.1% |
| 7D | +5.4% | -6.8% | +12.1% | +7.7% |
| 30D | +27.0% | 0.0% | +26.9% | +26.7% |
| 3M | +113.2% | +13.3% | +99.9% | +102.5% |
| 6M | +36.6% | +3.4% | +33.1% | +33.4% |
| YTD | +44.2% | -6.4% | +50.6% | +44.7% |
| 1Y | -18.0% | -9.7% | -8.3% | -17.0% |
| All | -20.4% | +0.4% | -20.9% | -22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling