+57.8%
EWZ vs ELF
+266.1%
-208.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.7% | -5.0% | +0.3% |
| 7D | -1.5% | +4.0% | -5.5% | -1.7% |
| 30D | -24.5% | +10.6% | -35.1% | -25.0% |
| 3M | -10.7% | +25.8% | -36.5% | -12.1% |
| 6M | -19.1% | +89.1% | -108.1% | -22.6% |
| YTD | +1.6% | +52.7% | -51.1% | -1.8% |
| 1Y | +4.3% | +51.7% | -47.4% | +0.7% |
| 3Y | +19.0% | +14.2% | +4.7% | +10.5% |
| All | +57.8% | +266.1% | -208.3% | +12.4% |
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