+240.1%
MET vs ELF
+299.0%
-58.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.3% | +5.5% | +1.8% |
| 7D | -2.5% | -10.8% | +8.4% | -0.8% |
| 30D | 0.0% | +0.8% | -0.8% | -0.3% |
| 3M | +13.1% | +64.8% | -51.7% | +4.2% |
| 6M | +39.0% | +19.0% | +20.0% | +33.8% |
| YTD | +25.2% | +25.9% | -0.7% | +18.7% |
| 1Y | +25.6% | -28.8% | +54.4% | +27.9% |
| 3Y | +67.1% | -29.6% | +96.7% | +56.9% |
| 5Y | +85.1% | +216.2% | -131.1% | +21.5% |
| All | +240.1% | +299.0% | -58.9% | +87.5% |
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