+213.5%
TER vs ELF
-23.1%
+236.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.9% | +9.1% | +4.7% |
| 7D | +11.0% | -1.2% | +12.1% | +11.1% |
| 30D | -1.9% | +5.9% | -7.8% | -2.6% |
| 3M | -0.7% | +99.5% | -100.2% | -9.9% |
| 6M | +36.4% | +26.5% | +9.8% | +30.2% |
| YTD | +92.4% | +37.2% | +55.3% | +80.1% |
| 1Y | +213.5% | -24.4% | +237.9% | +216.4% |
| All | +213.5% | -23.1% | +236.6% | +216.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling