+347.2%
ELF vs TRU
+152.7%
+194.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.2% |
| 7D | +6.3% | +4.6% | +1.7% | +4.2% |
| 30D | +8.5% | +25.4% | -17.0% | -1.9% |
| 3M | +24.4% | +4.0% | +20.5% | +21.2% |
| 6M | +94.7% | +14.5% | +80.3% | +80.3% |
| YTD | +55.9% | -3.7% | +59.6% | +53.5% |
| 1Y | +48.4% | +2.8% | +45.6% | +41.9% |
| 3Y | +24.6% | +58.5% | -33.9% | -4.5% |
| 5Y | +285.0% | -25.0% | +310.1% | +305.5% |
| 10Y | +357.2% | +186.0% | +171.2% | +222.0% |
| All | +347.2% | +152.7% | +194.5% | +246.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling