-23.3%
ELF vs EME
+249.1%
-272.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.5% | -7.4% | -5.8% |
| 7D | -1.2% | +5.2% | -6.3% | -3.0% |
| 30D | +5.9% | -5.4% | +11.3% | +7.7% |
| 3M | +99.5% | -6.1% | +105.6% | +101.1% |
| 6M | +26.5% | +9.7% | +16.9% | +18.4% |
| YTD | +37.2% | +26.6% | +10.6% | +19.2% |
| 1Y | -24.4% | +24.6% | -49.0% | -34.6% |
| 3Y | -23.3% | +249.6% | -272.9% | -57.2% |
| All | -23.3% | +249.1% | -272.4% | -57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling