+2.4%
MELI vs ELF
+217.5%
-215.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.7% |
| 7D | -4.1% | -11.6% | +7.5% | -1.6% |
| 30D | +3.8% | +4.6% | -0.9% | +2.6% |
| 3M | +17.8% | +59.7% | -41.9% | +5.9% |
| 6M | +7.4% | +21.2% | -13.8% | +1.6% |
| YTD | -5.8% | +27.4% | -33.2% | -12.9% |
| 1Y | -18.9% | -29.8% | +11.0% | -16.0% |
| 3Y | +33.3% | -28.5% | +61.8% | +15.9% |
| All | +2.4% | +217.5% | -215.1% | -78.1% |
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