+17.0%
EIX vs ELF
+273.9%
-257.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.7% | -8.2% | -2.7% |
| 7D | +1.0% | +4.0% | -3.0% | +0.8% |
| 30D | +9.1% | +10.6% | -1.5% | +8.6% |
| 3M | -10.2% | +25.8% | -36.1% | -11.4% |
| 6M | -11.2% | +89.1% | -100.3% | -14.6% |
| YTD | +4.5% | +52.7% | -48.3% | +1.4% |
| 1Y | +10.9% | +51.7% | -40.9% | +7.5% |
| 3Y | +8.4% | +14.2% | -5.8% | 0.0% |
| All | +17.0% | +273.9% | -257.0% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling