-44.1%
ETHA vs ELF
-32.5%
-11.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.9% | -7.3% | -4.4% |
| 7D | -12.5% | +1.6% | -14.1% | -13.0% |
| 30D | -19.8% | +9.1% | -28.9% | -21.7% |
| 3M | +3.1% | +28.2% | -25.1% | -3.6% |
| 6M | -13.8% | +119.5% | -133.3% | -30.5% |
| YTD | -34.6% | +55.2% | -89.7% | -43.5% |
| 1Y | -38.7% | +58.6% | -97.3% | -47.5% |
| All | -44.1% | -32.5% | -11.6% | -50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling