+192.2%
MET vs ELF
+316.3%
-124.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.1% | -0.4% |
| 7D | +2.1% | +3.4% | -1.2% | +1.6% |
| 30D | +1.8% | +5.0% | -3.2% | +1.0% |
| 3M | +6.0% | +22.6% | -16.6% | +2.5% |
| 6M | +31.1% | +104.0% | -72.9% | +16.5% |
| YTD | +32.6% | +49.3% | -16.7% | +22.2% |
| 1Y | +30.5% | +46.0% | -15.6% | +20.6% |
| 3Y | +83.6% | +19.4% | +64.2% | +56.8% |
| 5Y | +84.2% | +262.0% | -177.8% | +17.6% |
| All | +192.2% | +316.3% | -124.1% | +53.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling