+142.1%
EFA vs ELF
+334.6%
-192.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.3% | -0.1% |
| 7D | +1.2% | -1.2% | +2.4% | +1.3% |
| 30D | -0.7% | +5.9% | -6.6% | -1.4% |
| 3M | +6.4% | +99.5% | -93.1% | -1.2% |
| 6M | +11.4% | +26.5% | -15.1% | +7.9% |
| YTD | +14.0% | +37.2% | -23.2% | +9.1% |
| 1Y | +20.2% | -24.4% | +44.6% | +20.9% |
| 3Y | +68.2% | -23.3% | +91.5% | +60.9% |
| 5Y | +54.8% | +245.2% | -190.4% | +18.5% |
| All | +142.1% | +334.6% | -192.5% | +66.0% |
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