+238.5%
TER vs ELF
-19.9%
+258.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.1% | +3.4% | +5.1% |
| 7D | +0.6% | +5.4% | -4.7% | -0.4% |
| 30D | -8.3% | +27.0% | -35.3% | -13.0% |
| 3M | -12.2% | +113.2% | -125.4% | -25.8% |
| 6M | +17.1% | +36.6% | -19.5% | +7.9% |
| YTD | +84.7% | +44.2% | +40.4% | +66.4% |
| 1Y | +199.9% | -18.0% | +217.9% | +198.8% |
| All | +238.5% | -19.9% | +258.4% | +199.8% |
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