+151.8%
TER vs ELF
+18.9%
+132.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.7% | -3.2% | +1.4% |
| 7D | -20.5% | +4.0% | -24.5% | -21.0% |
| 30D | -47.0% | +10.6% | -57.6% | -48.1% |
| 3M | -43.3% | +25.8% | -69.1% | -46.2% |
| 6M | -42.9% | +89.1% | -132.0% | -50.8% |
| YTD | +12.9% | +52.7% | -39.9% | +0.2% |
| 1Y | +18.2% | +51.7% | -33.6% | +4.8% |
| 3Y | +151.8% | +14.2% | +137.6% | +115.7% |
| All | +151.8% | +18.9% | +132.9% | +115.7% |
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