+156.5%
ETR vs ELF
+19.5%
+137.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.1% | 0.0% |
| 7D | +1.5% | +3.4% | -1.9% | +1.5% |
| 30D | +6.6% | +5.0% | +1.7% | +6.6% |
| 3M | +4.4% | +22.6% | -18.2% | +4.3% |
| 6M | -0.3% | +104.0% | -104.2% | -0.6% |
| YTD | +23.3% | +49.3% | -26.0% | +23.1% |
| 1Y | +18.9% | +46.0% | -27.2% | +18.6% |
| All | +156.5% | +19.5% | +137.0% | +125.4% |
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 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