+146.5%
EFA vs ELF
+332.6%
-186.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.9% | -3.8% | -0.2% |
| 7D | +2.2% | +1.6% | +0.7% | +2.1% |
| 30D | +1.4% | +9.1% | -7.7% | +0.4% |
| 3M | -4.2% | +28.2% | -32.3% | -6.7% |
| 6M | +1.9% | +119.5% | -117.6% | -6.5% |
| YTD | +10.2% | +55.2% | -45.0% | +4.0% |
| 1Y | +12.8% | +58.6% | -45.8% | +6.1% |
| 3Y | +65.2% | +21.3% | +43.9% | +49.9% |
| 5Y | +49.8% | +276.2% | -226.4% | +13.2% |
| All | +146.5% | +332.6% | -186.1% | +67.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling