+151.1%
ETR vs ELF
-23.6%
+174.8%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.9% | +6.1% | +1.2% |
| 7D | +1.4% | -1.2% | +2.6% | +1.4% |
| 30D | +1.9% | +5.9% | -4.0% | +1.8% |
| 3M | +1.0% | +99.5% | -98.5% | +0.6% |
| 6M | +4.8% | +26.5% | -21.7% | +4.9% |
| YTD | +19.5% | +37.2% | -17.6% | +19.3% |
| 1Y | +28.1% | -24.4% | +52.5% | +28.5% |
| 3Y | +151.1% | -23.3% | +174.5% | +131.8% |
| All | +151.1% | -23.6% | +174.8% | +131.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling