+133.9%
EWJ vs ELF
+357.0%
-223.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.2% |
| 7D | +2.5% | +5.4% | -2.8% | +2.0% |
| 30D | +3.3% | +27.0% | -23.7% | +1.0% |
| 3M | +5.0% | +113.2% | -108.2% | -2.4% |
| 6M | +11.5% | +36.6% | -25.0% | +7.7% |
| YTD | +22.4% | +44.2% | -21.8% | +17.1% |
| 1Y | +30.2% | -18.0% | +48.2% | +29.9% |
| 3Y | +72.8% | -19.9% | +92.7% | +65.8% |
| 5Y | +54.1% | +257.7% | -203.6% | +22.7% |
| All | +133.9% | +357.0% | -223.1% | +70.2% |
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