+27.0%
EMB vs ELF
+393.6%
-366.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.4% | +4.3% | -4.7% | -0.6% |
| 30D | +1.1% | +7.7% | -6.7% | +0.7% |
| 3M | -2.0% | +24.7% | -26.7% | -3.1% |
| 6M | -1.9% | +114.6% | -116.6% | -5.5% |
| YTD | -0.5% | +55.8% | -56.3% | -3.1% |
| 1Y | +0.1% | +51.9% | -51.8% | -2.4% |
| 3Y | +29.7% | +24.6% | +5.1% | +23.7% |
| 5Y | +8.1% | +279.2% | -271.1% | -5.1% |
| 10Y | +36.3% | +338.7% | -302.5% | +12.4% |
| All | +27.0% | +393.6% | -366.6% | +4.8% |
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