+338.3%
ELF vs EME
+988.6%
-650.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.2% | +3.5% | +4.7% |
| 7D | +4.0% | -10.5% | +14.4% | +8.9% |
| 30D | +10.6% | -22.4% | +33.0% | +23.4% |
| 3M | +25.8% | -24.7% | +50.5% | +41.4% |
| 6M | +89.1% | -35.5% | +124.5% | +124.9% |
| YTD | +52.7% | -0.3% | +53.1% | +43.1% |
| 1Y | +51.7% | -6.7% | +58.5% | +47.0% |
| 3Y | +14.2% | +190.6% | -176.4% | -42.9% |
| 5Y | +270.7% | +367.3% | -96.6% | +40.3% |
| 10Y | +341.9% | +954.5% | -612.5% | +8.7% |
| All | +338.3% | +988.6% | -650.3% | +8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling