+98.5%
EWY vs ELF
+272.3%
-173.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.7% | -2.3% |
| 7D | +4.2% | +1.6% | +2.6% | +4.0% |
| 30D | -10.7% | +9.1% | -19.8% | -11.7% |
| 3M | -20.1% | +28.2% | -48.2% | -22.7% |
| 6M | -24.3% | +119.5% | -143.8% | -32.1% |
| YTD | +46.9% | +55.2% | -8.3% | +36.7% |
| 1Y | +55.2% | +58.6% | -3.4% | +43.9% |
| 3Y | +157.0% | +21.3% | +135.7% | +124.2% |
| All | +98.5% | +272.3% | -173.8% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling