+291.3%
EWY vs ELF
+357.0%
-65.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.1% | +2.5% | +4.3% |
| 7D | +4.8% | +5.4% | -0.5% | +4.1% |
| 30D | +11.7% | +27.0% | -15.3% | +8.2% |
| 3M | -7.4% | +113.2% | -120.6% | -16.3% |
| 6M | +40.6% | +36.6% | +4.0% | +33.7% |
| YTD | +94.3% | +44.2% | +50.0% | +82.9% |
| 1Y | +164.3% | -18.0% | +182.3% | +163.5% |
| 3Y | +221.0% | -19.9% | +240.9% | +203.8% |
| 5Y | +139.1% | +257.7% | -118.6% | +77.3% |
| All | +291.3% | +357.0% | -65.7% | +155.9% |
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