+282.1%
ETR vs ELF
+357.0%
-74.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.6% |
| 7D | +1.4% | +5.4% | -3.9% | +1.1% |
| 30D | +1.0% | +27.0% | -26.0% | -0.6% |
| 3M | -1.3% | +113.2% | -114.5% | -6.3% |
| 6M | +1.9% | +36.6% | -34.7% | -0.6% |
| YTD | +18.2% | +44.2% | -26.1% | +14.4% |
| 1Y | +24.7% | -18.0% | +42.7% | +24.6% |
| 3Y | +150.7% | -19.9% | +170.6% | +141.2% |
| 5Y | +127.0% | +257.7% | -130.7% | +80.3% |
| All | +282.1% | +357.0% | -74.9% | +169.4% |
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 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