+298.3%
ETR vs ELF
+391.6%
-93.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.0% | -0.4% |
| 7D | +1.2% | +1.6% | -0.4% | +1.0% |
| 30D | +7.0% | +9.1% | -2.1% | +6.4% |
| 3M | +4.6% | +28.2% | -23.6% | +2.8% |
| 6M | +0.1% | +119.5% | -119.4% | -5.2% |
| YTD | +23.2% | +55.2% | -32.0% | +18.6% |
| 1Y | +20.6% | +58.6% | -38.0% | +15.9% |
| 3Y | +156.3% | +21.3% | +135.0% | +137.3% |
| 5Y | +159.6% | +276.2% | -116.6% | +105.9% |
| 10Y | +377.1% | +337.0% | +40.1% | +235.0% |
| All | +298.3% | +391.6% | -93.2% | +179.2% |
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