+226.4%
EWY vs ELF
-27.2%
+253.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.5% | +0.9% |
| 7D | +6.7% | -6.8% | +13.4% | +7.5% |
| 30D | +17.0% | +5.1% | +11.9% | +16.2% |
| 3M | +3.7% | +79.8% | -76.1% | -3.7% |
| 6M | +42.5% | +29.7% | +12.8% | +36.9% |
| YTD | +96.2% | +31.6% | +64.6% | +87.5% |
| 1Y | +160.4% | -27.9% | +188.3% | +162.1% |
| All | +226.4% | -27.2% | +253.6% | +187.6% |
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