-4.1%
EIX vs ELF
-17.1%
+13.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.8% |
| 7D | -19.1% | +5.4% | -24.4% | -19.3% |
| 30D | -16.9% | +27.0% | -43.9% | -17.8% |
| 3M | -20.0% | +113.2% | -133.2% | -22.7% |
| 6M | -21.3% | +36.6% | -57.9% | -22.5% |
| YTD | -1.7% | +44.2% | -45.9% | -3.6% |
| 1Y | +9.6% | -18.0% | +27.5% | +9.7% |
| All | -4.1% | -17.1% | +13.1% | -16.2% |
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