+52.6%
ELF vs EME
+3.5%
+49.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -4.1% |
| 7D | +3.4% | +11.3% | -8.0% | +2.0% |
| 30D | +5.0% | -14.6% | +19.5% | +6.6% |
| 3M | +22.6% | -20.4% | +43.0% | +25.5% |
| 6M | +104.0% | -28.3% | +132.2% | +114.1% |
| YTD | +49.3% | +8.6% | +40.7% | +39.0% |
| All | +52.6% | +3.5% | +49.1% | +43.0% |
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