+357.2%
ELF vs EME
+915.6%
-558.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.2% |
| 7D | +6.3% | -8.8% | +15.1% | +10.3% |
| 30D | +8.5% | -18.2% | +26.7% | +18.2% |
| 3M | +24.4% | -20.2% | +44.6% | +36.1% |
| 6M | +94.7% | -29.9% | +124.6% | +122.8% |
| YTD | +55.9% | +5.7% | +50.1% | +41.8% |
| 1Y | +48.4% | -1.5% | +49.9% | +39.9% |
| 3Y | +24.6% | +208.4% | -183.8% | -39.9% |
| 5Y | +285.0% | +401.9% | -116.9% | +38.8% |
| 10Y | +357.2% | +914.2% | -557.0% | +3.5% |
| All | +357.2% | +915.6% | -558.4% | +3.5% |
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