+313.8%
ELF vs TRU
+145.8%
+168.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.9% | +8.0% | +4.6% |
| 7D | +5.4% | -6.8% | +12.1% | +8.3% |
| 30D | +27.0% | 0.0% | +26.9% | +26.6% |
| 3M | +113.2% | +13.3% | +99.9% | +100.3% |
| 6M | +36.6% | +3.4% | +33.1% | +32.7% |
| YTD | +44.2% | -6.4% | +50.6% | +44.8% |
| 1Y | -18.0% | -9.7% | -8.3% | -16.9% |
| 3Y | -19.9% | +0.1% | -20.1% | -25.8% |
| 5Y | +257.7% | -34.0% | +291.7% | +303.7% |
| All | +313.8% | +145.8% | +168.1% | +226.9% |
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