+35.3%
EMB vs ELF
+357.0%
-321.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.6% |
| 7D | +0.5% | +6.3% | -5.8% | +0.2% |
| 30D | +0.9% | +8.5% | -7.6% | +0.5% |
| 3M | -2.1% | +24.4% | -26.5% | -3.2% |
| 6M | -2.2% | +94.7% | -96.9% | -5.4% |
| YTD | -0.6% | +55.9% | -56.5% | -3.2% |
| 1Y | +0.2% | +48.4% | -48.2% | -2.2% |
| 3Y | +29.5% | +24.6% | +4.9% | +23.6% |
| 5Y | +8.0% | +285.0% | -277.0% | -5.3% |
| 10Y | +35.3% | +357.2% | -321.9% | +12.0% |
| All | +35.3% | +357.0% | -321.7% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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