+52.1%
EWZ vs ELF
+258.3%
-206.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.2% | +2.1% | -1.8% |
| 7D | +0.1% | +3.4% | -3.3% | -0.1% |
| 30D | -25.9% | +5.0% | -30.8% | -26.1% |
| 3M | -6.1% | +22.6% | -28.7% | -7.4% |
| 6M | -16.1% | +104.0% | -120.1% | -20.1% |
| YTD | +1.0% | +49.3% | -48.3% | -2.3% |
| 1Y | 0.0% | +46.0% | -46.1% | -3.2% |
| 3Y | +16.8% | +19.4% | -2.6% | +8.0% |
| All | +52.1% | +258.3% | -206.2% | +9.3% |
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