+62.4%
EWY vs ELF
-3.2%
+65.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -2.2% |
| 7D | -8.3% | -1.5% | -6.8% | -8.1% |
| 30D | -20.5% | +9.5% | -30.1% | -21.6% |
| 3M | -11.1% | +29.4% | -40.5% | -14.4% |
| 6M | -7.0% | +83.7% | -90.7% | -15.9% |
| YTD | +56.5% | +49.4% | +7.0% | +44.9% |
| 1Y | +62.4% | -3.9% | +66.4% | +57.5% |
| All | +62.4% | -3.2% | +65.7% | +57.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling