+69.8%
EWJ vs ELF
-27.2%
+97.0%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.7% |
| 7D | +1.0% | -6.8% | +7.8% | +1.5% |
| 30D | +1.0% | +5.1% | -4.1% | +0.6% |
| 3M | +7.2% | +79.8% | -72.5% | +2.6% |
| 6M | +13.9% | +29.7% | -15.8% | +11.2% |
| YTD | +20.8% | +31.6% | -10.8% | +17.5% |
| 1Y | +26.4% | -27.9% | +54.3% | +27.3% |
| All | +69.8% | -27.2% | +97.0% | +63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling