+245.2%
ELF vs EME
+565.5%
-320.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.5% | -7.4% | -6.0% |
| 7D | -1.2% | +5.2% | -6.3% | -3.3% |
| 30D | +5.9% | -5.4% | +11.3% | +8.0% |
| 3M | +99.5% | -6.1% | +105.6% | +101.0% |
| 6M | +26.5% | +9.7% | +16.9% | +17.3% |
| YTD | +37.2% | +26.6% | +10.6% | +17.1% |
| 1Y | -24.4% | +24.6% | -49.0% | -35.7% |
| 3Y | -23.3% | +249.6% | -272.9% | -65.1% |
| 5Y | +245.2% | +556.6% | -311.4% | +1.9% |
| All | +245.2% | +565.5% | -320.3% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling