+125.9%
EWJ vs ELF
+332.6%
-206.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.9% | -3.6% | 0.0% |
| 7D | +4.0% | +1.6% | +2.4% | +3.8% |
| 30D | -4.3% | +9.1% | -13.4% | -5.1% |
| 3M | -6.8% | +28.2% | -35.0% | -9.1% |
| 6M | -0.9% | +119.5% | -120.4% | -8.3% |
| YTD | +14.3% | +55.2% | -40.9% | +8.5% |
| 1Y | +15.3% | +58.6% | -43.3% | +9.1% |
| 3Y | +65.6% | +21.3% | +44.3% | +52.4% |
| 5Y | +47.5% | +276.2% | -228.8% | +16.5% |
| All | +125.9% | +332.6% | -206.7% | +63.9% |
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