+64.6%
EFA vs ELF
-27.2%
+91.8%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +2.9% | -0.8% |
| 7D | -0.5% | -6.8% | +6.3% | 0.0% |
| 30D | -1.3% | +5.1% | -6.4% | -1.7% |
| 3M | +5.2% | +79.8% | -74.6% | +1.0% |
| 6M | +9.4% | +29.7% | -20.4% | +7.0% |
| YTD | +12.7% | +31.6% | -18.9% | +9.9% |
| 1Y | +19.3% | -27.9% | +47.2% | +20.0% |
| All | +64.6% | -27.2% | +91.8% | +55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling