+275.2%
ETR vs ELF
+303.8%
-28.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.5% |
| 7D | -1.8% | -11.6% | +9.8% | -1.1% |
| 30D | -1.8% | +4.6% | -6.4% | -2.1% |
| 3M | -3.6% | +59.7% | -63.3% | -6.7% |
| 6M | +2.6% | +21.2% | -18.6% | +0.8% |
| YTD | +16.0% | +27.4% | -11.4% | +13.2% |
| 1Y | +20.1% | -29.8% | +49.9% | +21.3% |
| 3Y | +143.6% | -28.5% | +172.0% | +135.9% |
| 5Y | +124.4% | +220.0% | -95.7% | +79.3% |
| All | +275.2% | +303.8% | -28.6% | +166.5% |
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