+718.0%
ETN vs ELF
+303.8%
+414.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.2% | +2.8% | +3.8% |
| 7D | +3.5% | -11.6% | +15.2% | +5.5% |
| 30D | -7.5% | +4.6% | -12.2% | -8.3% |
| 3M | +8.3% | +59.7% | -51.4% | -0.2% |
| 6M | +20.2% | +21.2% | -1.0% | +15.0% |
| YTD | +34.7% | +27.4% | +7.2% | +27.0% |
| 1Y | +19.4% | -29.8% | +49.3% | +22.0% |
| 3Y | +85.5% | -28.5% | +114.0% | +76.7% |
| 5Y | +186.6% | +220.0% | -33.4% | +102.9% |
| All | +718.0% | +303.8% | +414.2% | +397.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling