+117.6%
EWJ vs ELF
+373.0%
-255.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | -0.3% |
| 7D | +3.6% | +3.4% | +0.3% | +3.3% |
| 30D | -6.0% | +5.0% | -11.0% | -6.5% |
| 3M | -6.5% | +22.6% | -29.0% | -8.3% |
| 6M | -0.1% | +104.0% | -104.1% | -6.9% |
| YTD | +13.9% | +49.3% | -35.4% | +8.6% |
| 1Y | +13.1% | +46.0% | -32.9% | +7.9% |
| 3Y | +65.0% | +19.4% | +45.6% | +52.2% |
| 5Y | +47.0% | +262.0% | -215.0% | +17.0% |
| 10Y | +125.5% | +320.5% | -195.0% | +63.4% |
| All | +117.6% | +373.0% | -255.4% | +57.7% |
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