+29.7%
EMB vs ELF
+357.0%
-327.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.1% |
| 7D | 0.0% | +5.4% | -5.4% | -0.2% |
| 30D | -0.3% | +27.0% | -27.3% | -1.4% |
| 3M | -0.4% | +113.2% | -113.6% | -3.9% |
| 6M | +0.1% | +36.6% | -36.5% | -1.6% |
| YTD | +1.6% | +44.2% | -42.6% | -0.6% |
| 1Y | +5.6% | -18.0% | +23.6% | +5.5% |
| 3Y | +29.8% | -19.9% | +49.8% | +26.9% |
| 5Y | +7.3% | +257.7% | -250.4% | -5.6% |
| All | +29.7% | +357.0% | -327.3% | +7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling