+10.7%
EIX vs ELF
-27.0%
+37.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.9% | -3.3% |
| 7D | +4.1% | -6.8% | +10.9% | +3.9% |
| 30D | -15.3% | +5.1% | -20.4% | -15.5% |
| 3M | -18.4% | +79.8% | -98.2% | -19.7% |
| 6M | -16.8% | +29.7% | -46.6% | -17.2% |
| YTD | -0.6% | +31.6% | -32.2% | -1.1% |
| 1Y | +10.7% | -27.9% | +38.6% | +11.0% |
| All | +10.7% | -27.0% | +37.7% | +11.0% |
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