+126.1%
ETR vs ELF
+230.6%
-104.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | -1.2% |
| 7D | +0.4% | -6.8% | +7.2% | +0.5% |
| 30D | +2.0% | +5.1% | -3.0% | +1.9% |
| 3M | -1.7% | +79.8% | -81.5% | -3.0% |
| 6M | +3.6% | +29.7% | -26.1% | +2.9% |
| YTD | +18.0% | +31.6% | -13.6% | +17.0% |
| 1Y | +26.2% | -27.9% | +54.1% | +26.9% |
| 3Y | +148.0% | -26.4% | +174.4% | +142.0% |
| 5Y | +126.1% | +235.6% | -109.6% | +88.3% |
| All | +126.1% | +230.6% | -104.6% | +88.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling