+698.5%
ETN vs ELF
+317.0%
+381.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.4% | -1.0% |
| 7D | +6.2% | -6.8% | +13.0% | +7.4% |
| 30D | -6.7% | +5.1% | -11.8% | -7.6% |
| 3M | +3.6% | +79.8% | -76.2% | -6.4% |
| 6M | +18.3% | +29.7% | -11.4% | +12.0% |
| YTD | +31.5% | +31.6% | -0.2% | +23.3% |
| 1Y | +20.6% | -27.9% | +48.5% | +22.6% |
| 3Y | +82.5% | -26.4% | +109.0% | +73.1% |
| 5Y | +177.8% | +235.6% | -57.8% | +95.2% |
| All | +698.5% | +317.0% | +381.5% | +383.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling