+277.7%
ELF vs EME
+1,248.8%
-971.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.6% | -2.9% |
| 7D | -6.8% | +2.7% | -9.5% | -8.0% |
| 30D | +5.1% | -6.8% | +11.9% | +8.2% |
| 3M | +79.8% | -8.8% | +88.6% | +83.4% |
| 6M | +29.7% | +5.0% | +24.7% | +22.4% |
| YTD | +31.6% | +23.5% | +8.1% | +13.0% |
| 1Y | -27.9% | +21.3% | -49.2% | -38.2% |
| 3Y | -26.4% | +241.1% | -267.5% | -65.4% |
| 5Y | +235.6% | +549.2% | -313.5% | +9.2% |
| All | +277.7% | +1,248.8% | -971.2% | -14.1% |
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