+124.4%
EEM vs ELF
+357.0%
-232.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +1.6% |
| 7D | +2.3% | +5.4% | -3.0% | +1.8% |
| 30D | +4.5% | +27.0% | -22.4% | +1.8% |
| 3M | -0.1% | +113.2% | -113.3% | -8.0% |
| 6M | +16.9% | +36.6% | -19.6% | +12.3% |
| YTD | +26.2% | +44.2% | -18.0% | +20.1% |
| 1Y | +40.5% | -18.0% | +58.5% | +40.2% |
| 3Y | +86.2% | -19.9% | +106.1% | +77.3% |
| 5Y | +45.5% | +257.7% | -212.2% | +10.1% |
| All | +124.4% | +357.0% | -232.6% | +51.8% |
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