+91.0%
EEM vs ELF
-23.6%
+114.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.1% | +0.5% |
| 7D | +3.1% | -1.2% | +4.3% | +3.2% |
| 30D | +4.9% | +5.9% | -1.0% | +4.3% |
| 3M | +5.2% | +99.5% | -94.3% | -0.3% |
| 6M | +20.7% | +26.5% | -5.8% | +17.9% |
| YTD | +26.5% | +37.2% | -10.7% | +22.5% |
| 1Y | +37.8% | -24.4% | +62.3% | +38.1% |
| 3Y | +91.0% | -23.3% | +114.3% | +79.5% |
| All | +91.0% | -23.6% | +114.6% | +79.5% |
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