-18.0%
ELF vs EME
+19.7%
-37.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.7% |
| 7D | +5.4% | +1.9% | +3.5% | +4.9% |
| 30D | +27.0% | -8.3% | +35.2% | +29.3% |
| 3M | +113.2% | -10.7% | +123.9% | +118.1% |
| 6M | +36.6% | +1.9% | +34.7% | +32.4% |
| YTD | +44.2% | +23.5% | +20.8% | +28.5% |
| 1Y | -18.0% | +18.0% | -36.0% | -25.9% |
| All | -18.0% | +19.7% | -37.7% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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