+50.1%
IEFA vs ELF
+217.8%
-167.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | -0.5% |
| 7D | -2.4% | -10.8% | +8.4% | -1.5% |
| 30D | -2.1% | +0.8% | -2.9% | -2.2% |
| 3M | +5.5% | +64.8% | -59.2% | +0.7% |
| 6M | +8.1% | +19.0% | -10.8% | +5.8% |
| YTD | +11.9% | +25.9% | -14.0% | +8.6% |
| 1Y | +18.1% | -28.8% | +46.8% | +19.4% |
| 3Y | +65.5% | -29.6% | +95.1% | +58.7% |
| 5Y | +50.1% | +216.2% | -166.2% | -2.3% |
| All | +50.1% | +217.8% | -167.8% | -2.3% |
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