+280.0%
EMR vs ELF
+357.0%
-77.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | +0.7% | +6.3% | -5.6% | -0.2% |
| 30D | +3.5% | +8.5% | -5.0% | +2.2% |
| 3M | +5.9% | +24.4% | -18.5% | +2.3% |
| 6M | +19.4% | +94.7% | -75.3% | +6.8% |
| YTD | +27.7% | +55.9% | -28.2% | +17.1% |
| 1Y | +30.9% | +48.4% | -17.5% | +20.9% |
| 3Y | +104.2% | +24.6% | +79.6% | +76.4% |
| 5Y | +89.6% | +285.0% | -195.4% | +27.6% |
| 10Y | +280.0% | +357.2% | -77.2% | +118.9% |
| All | +280.0% | +357.0% | -77.0% | +118.9% |
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