+54.2%
EWZ vs ELF
+272.3%
-218.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.9% | -2.5% | +1.1% |
| 7D | +0.8% | +1.6% | -0.8% | +0.6% |
| 30D | -24.4% | +9.1% | -33.5% | -24.8% |
| 3M | -4.6% | +28.2% | -32.8% | -6.1% |
| 6M | -11.6% | +119.5% | -131.1% | -16.2% |
| YTD | +2.4% | +55.2% | -52.8% | -1.2% |
| 1Y | +2.1% | +58.6% | -56.5% | -1.7% |
| 3Y | +18.7% | +21.3% | -2.6% | +9.7% |
| All | +54.2% | +272.3% | -218.1% | +10.5% |
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