+147.8%
EWY vs ELF
-28.2%
+176.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.2% | +2.0% | +3.1% |
| 7D | -0.1% | -11.6% | +11.6% | +1.7% |
| 30D | +7.3% | +4.6% | +2.7% | +6.6% |
| 3M | -5.1% | +59.7% | -64.8% | -12.2% |
| 6M | +42.1% | +21.2% | +20.8% | +36.3% |
| YTD | +94.1% | +27.4% | +66.7% | +83.9% |
| 1Y | +147.8% | -29.8% | +177.6% | +152.1% |
| All | +147.8% | -28.2% | +176.0% | +152.1% |
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