+1.2%
EWZ vs ELF
+48.3%
-47.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +0.6% | +4.3% | -3.7% | +0.3% |
| 30D | -25.5% | +7.7% | -33.2% | -25.9% |
| 3M | -4.5% | +24.7% | -29.2% | -6.1% |
| 6M | -15.3% | +114.6% | -129.9% | -20.7% |
| YTD | +3.1% | +55.8% | -52.7% | -1.3% |
| 1Y | +1.2% | +51.9% | -50.7% | -3.1% |
| All | +1.2% | +48.3% | -47.1% | -3.1% |
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