+43.6%
EEM vs ELF
+217.8%
-174.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.3% | +2.2% | -1.8% |
| 7D | -0.7% | -10.8% | +10.1% | +0.3% |
| 30D | +2.4% | +0.8% | +1.6% | +2.2% |
| 3M | +4.2% | +64.8% | -60.6% | -0.8% |
| 6M | +14.8% | +19.0% | -4.2% | +12.2% |
| YTD | +23.1% | +25.9% | -2.8% | +19.3% |
| 1Y | +32.5% | -28.8% | +61.3% | +33.9% |
| 3Y | +85.9% | -29.6% | +115.5% | +78.1% |
| 5Y | +43.6% | +216.2% | -172.7% | -8.5% |
| All | +43.6% | +217.8% | -174.3% | -8.5% |
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