+26.5%
EMB vs ELF
+373.0%
-346.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | -0.6% |
| 7D | -0.7% | +3.4% | -4.0% | -0.8% |
| 30D | +0.5% | +5.0% | -4.4% | +0.3% |
| 3M | -2.5% | +22.6% | -25.0% | -3.4% |
| 6M | -2.0% | +104.0% | -106.0% | -5.4% |
| YTD | -0.9% | +49.3% | -50.2% | -3.2% |
| 1Y | -0.3% | +46.0% | -46.3% | -2.6% |
| 3Y | +29.2% | +19.4% | +9.8% | +23.5% |
| 5Y | +7.4% | +262.0% | -254.6% | -5.4% |
| 10Y | +35.8% | +320.5% | -284.7% | +12.2% |
| All | +26.5% | +373.0% | -346.5% | +4.6% |
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