+84.8%
EWZ vs ELF
+357.0%
-272.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -1.0% |
| 7D | +6.5% | +5.4% | +1.1% | +5.8% |
| 30D | +4.8% | +27.0% | -22.1% | +1.9% |
| 3M | +9.9% | +113.2% | -103.3% | +0.1% |
| 6M | +1.9% | +36.6% | -34.6% | -2.5% |
| YTD | +20.3% | +44.2% | -23.9% | +13.7% |
| 1Y | +35.6% | -18.0% | +53.6% | +35.2% |
| 3Y | +43.4% | -19.9% | +63.4% | +34.9% |
| 5Y | +55.9% | +257.7% | -201.8% | +8.6% |
| All | +84.8% | +357.0% | -272.2% | +10.6% |
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