+62.9%
EMR vs ELF
+239.6%
-176.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.4% | +0.2% |
| 7D | +3.1% | -1.2% | +4.2% | +3.2% |
| 30D | -3.5% | +5.9% | -9.4% | -4.3% |
| 3M | +9.8% | +99.5% | -89.7% | -0.3% |
| 6M | +10.8% | +26.5% | -15.7% | +6.3% |
| YTD | +15.9% | +37.2% | -21.2% | +9.7% |
| 1Y | +16.4% | -24.4% | +40.8% | +17.3% |
| 3Y | +62.1% | -23.3% | +85.4% | +50.3% |
| 5Y | +62.9% | +245.2% | -182.3% | -0.4% |
| All | +62.9% | +239.6% | -176.6% | -0.4% |
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 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