-29.2%
ETHA vs ELF
-42.7%
+13.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.3% | +0.3% |
| 7D | +2.9% | -6.8% | +9.7% | +4.7% |
| 30D | +31.4% | +5.1% | +26.3% | +29.6% |
| 3M | +48.9% | +79.8% | -30.9% | +26.9% |
| 6M | +20.9% | +29.7% | -8.8% | +11.1% |
| YTD | -17.2% | +31.6% | -48.8% | -25.2% |
| 1Y | -42.8% | -27.9% | -14.9% | -40.6% |
| All | -29.2% | -42.7% | +13.5% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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