+16.6%
EIX vs ELF
-3.2%
+19.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.2% | +3.1% |
| 7D | +4.5% | -1.5% | +6.0% | +4.5% |
| 30D | +15.2% | +9.5% | +5.7% | +15.4% |
| 3M | -11.6% | +29.4% | -41.0% | -11.8% |
| 6M | -8.4% | +83.7% | -92.1% | -9.4% |
| YTD | +8.2% | +49.4% | -41.2% | +7.7% |
| 1Y | +16.6% | -3.9% | +20.5% | +17.0% |
| All | +16.6% | -3.2% | +19.8% | +17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling