-27.0%
ETHA vs ELF
-44.5%
+17.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.2% | +2.0% | +2.9% |
| 7D | +3.5% | -11.6% | +15.1% | +6.7% |
| 30D | +35.3% | +4.6% | +30.7% | +33.6% |
| 3M | +50.9% | +59.7% | -8.8% | +32.6% |
| 6M | +22.1% | +21.2% | +0.9% | +14.3% |
| YTD | -14.6% | +27.4% | -42.0% | -22.2% |
| 1Y | -42.8% | -29.8% | -13.0% | -40.2% |
| All | -27.0% | -44.5% | +17.6% | -32.4% |
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