+40.5%
EEM vs ELF
-17.5%
+58.1%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +1.6% |
| 7D | +2.3% | +5.4% | -3.0% | +1.9% |
| 30D | +4.5% | +27.0% | -22.4% | +2.4% |
| 3M | -0.1% | +113.2% | -113.3% | -6.7% |
| 6M | +16.9% | +36.6% | -19.6% | +13.0% |
| YTD | +26.2% | +44.2% | -18.0% | +21.2% |
| 1Y | +40.5% | -18.0% | +58.5% | +41.4% |
| All | +40.5% | -17.5% | +58.1% | +41.4% |
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