+32.2%
EEM vs ELF
+264.1%
-231.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.7% | -1.1% |
| 7D | +5.3% | +3.4% | +2.0% | +5.0% |
| 30D | -7.0% | +5.0% | -12.0% | -7.4% |
| 3M | -8.0% | +22.6% | -30.6% | -9.8% |
| 6M | -6.6% | +104.0% | -110.6% | -13.0% |
| YTD | +12.3% | +49.3% | -37.0% | +7.1% |
| 1Y | +12.2% | +46.0% | -33.9% | +7.1% |
| 3Y | +71.2% | +19.4% | +51.8% | +53.7% |
| 5Y | +32.2% | +262.0% | -229.8% | -16.5% |
| All | +32.2% | +264.1% | -231.9% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling