Stock and ETF performance explorer

EA vs ELF

Performance

Returns, benchmark comparison, and relative performance.

Returns for 1y.

Portfolio and benchmark returns by period
Period	Portfolio	ELF	Excess	Alpha
1D	0.0%	-3.3%	+3.3%	N/A
7D	+0.4%	+29.2%	-28.9%	N/A
All	+0.4%	+30.0%	-29.6%	N/A

Daily percentage return beside ELF.

Portfolio return minus ELF return. Positive bars indicate outperformance.

Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.

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 will appear once a trailing regression window supports a beta estimate.