+7.5%
EMB vs ELF
+272.3%
-264.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.9% | -4.1% | -0.4% |
| 7D | -0.9% | +1.6% | -2.5% | -1.0% |
| 30D | +0.4% | +9.1% | -8.8% | 0.0% |
| 3M | -3.1% | +28.2% | -31.3% | -4.1% |
| 6M | -2.1% | +119.5% | -121.6% | -5.2% |
| YTD | -1.1% | +55.2% | -56.2% | -3.3% |
| 1Y | -0.1% | +58.6% | -58.6% | -2.4% |
| 3Y | +29.6% | +21.3% | +8.3% | +22.6% |
| All | +7.5% | +272.3% | -264.8% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling