+22.1%
EIX vs ELF
+383.9%
-361.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.7% | -8.2% | -2.9% |
| 7D | +1.0% | +4.0% | -3.0% | +0.7% |
| 30D | +9.1% | +10.6% | -1.5% | +8.2% |
| 3M | -10.2% | +25.8% | -36.1% | -12.1% |
| 6M | -11.2% | +89.1% | -100.3% | -16.2% |
| YTD | +4.5% | +52.7% | -48.3% | -0.2% |
| 1Y | +10.9% | +51.7% | -40.9% | +5.9% |
| 3Y | +8.4% | +14.2% | -5.8% | 0.0% |
| 5Y | +18.0% | +270.7% | -252.7% | -7.0% |
| 10Y | +30.3% | +341.9% | -311.6% | -8.4% |
| All | +22.1% | +383.9% | -361.8% | -14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling