+269.5%
EMR vs ELF
+357.0%
-87.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.4% |
| 7D | -1.5% | +5.4% | -6.9% | -2.3% |
| 30D | -5.6% | +27.0% | -32.6% | -9.2% |
| 3M | +7.9% | +113.2% | -105.3% | -4.5% |
| 6M | +6.0% | +36.6% | -30.6% | -0.1% |
| YTD | +16.4% | +44.2% | -27.8% | +8.3% |
| 1Y | +16.6% | -18.0% | +34.6% | +16.2% |
| 3Y | +62.9% | -19.9% | +82.8% | +51.4% |
| 5Y | +60.1% | +257.7% | -197.6% | +9.1% |
| All | +269.5% | +357.0% | -87.4% | +115.4% |
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