+292.6%
EMR vs ELF
+383.9%
-91.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.7% | -5.9% | -1.0% |
| 7D | -1.6% | +4.0% | -5.6% | -2.2% |
| 30D | +2.0% | +10.6% | -8.6% | +0.3% |
| 3M | +3.8% | +25.8% | -22.0% | 0.0% |
| 6M | +10.5% | +89.1% | -78.5% | -0.7% |
| YTD | +23.7% | +52.7% | -29.0% | +13.9% |
| 1Y | +25.4% | +51.7% | -26.3% | +15.4% |
| 3Y | +86.6% | +14.2% | +72.3% | +63.6% |
| 5Y | +83.0% | +270.7% | -187.7% | +24.2% |
| 10Y | +319.5% | +341.9% | -22.4% | +142.2% |
| All | +292.6% | +383.9% | -91.4% | +126.6% |
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