+338.3%
ELF vs TRU
+149.8%
+188.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.1% | +7.8% | +6.6% |
| 7D | +4.0% | +5.7% | -1.7% | +1.4% |
| 30D | +10.6% | +29.2% | -18.6% | -1.3% |
| 3M | +25.8% | +2.7% | +23.2% | +23.2% |
| 6M | +89.1% | +15.2% | +73.9% | +74.5% |
| YTD | +52.7% | -4.9% | +57.6% | +51.2% |
| 1Y | +51.7% | +3.4% | +48.3% | +44.6% |
| 3Y | +14.2% | +63.2% | -49.0% | -13.6% |
| 5Y | +270.7% | -26.6% | +297.3% | +294.1% |
| 10Y | +341.9% | +172.8% | +169.1% | +218.7% |
| All | +338.3% | +149.8% | +188.5% | +241.2% |
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