+301.7%
ELF vs EME
+905.2%
-603.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.4% | +4.2% |
| 7D | +1.6% | +8.4% | -6.8% | -2.2% |
| 30D | +9.1% | -11.5% | +20.6% | +14.5% |
| 3M | +28.2% | -20.6% | +48.8% | +40.5% |
| 6M | +119.5% | -28.5% | +148.0% | +148.8% |
| YTD | +55.2% | +8.0% | +47.1% | +39.8% |
| 1Y | +58.6% | +6.8% | +51.8% | +43.5% |
| 3Y | +21.3% | +213.9% | -192.6% | -41.7% |
| 5Y | +276.2% | +414.8% | -138.6% | +35.1% |
| All | +301.7% | +905.2% | -603.5% | -2.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling