+22.7%
EIX vs ELF
+259.0%
-236.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.7% |
| 7D | -19.1% | +5.4% | -24.4% | -19.4% |
| 30D | -16.9% | +27.0% | -43.9% | -18.1% |
| 3M | -20.0% | +113.2% | -133.2% | -23.6% |
| 6M | -21.3% | +36.6% | -57.9% | -23.0% |
| YTD | -1.7% | +44.2% | -45.9% | -4.3% |
| 1Y | +9.6% | -18.0% | +27.5% | +9.6% |
| 3Y | -3.7% | -19.9% | +16.3% | -8.4% |
| All | +22.7% | +259.0% | -236.3% | -5.8% |
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