+99.7%
EEM vs ELF
+373.0%
-273.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.7% | -1.0% |
| 7D | +5.3% | +3.4% | +2.0% | +5.0% |
| 30D | -7.0% | +5.0% | -12.0% | -7.5% |
| 3M | -8.0% | +22.6% | -30.6% | -10.1% |
| 6M | -6.6% | +104.0% | -110.6% | -13.8% |
| YTD | +12.3% | +49.3% | -37.0% | +6.4% |
| 1Y | +12.2% | +46.0% | -33.9% | +6.4% |
| 3Y | +71.2% | +19.4% | +51.8% | +55.6% |
| 5Y | +32.2% | +262.0% | -229.8% | +0.1% |
| 10Y | +120.3% | +320.5% | -200.2% | +48.2% |
| All | +99.7% | +373.0% | -273.4% | +34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling