+24.4%
MET vs ELF
-28.2%
+52.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.3% |
| 7D | -0.5% | -11.6% | +11.1% | +0.5% |
| 30D | +0.5% | +4.6% | -4.1% | +0.1% |
| 3M | +11.6% | +59.7% | -48.1% | +6.8% |
| 6M | +40.8% | +21.2% | +19.6% | +37.8% |
| YTD | +25.7% | +27.4% | -1.8% | +22.0% |
| 1Y | +24.4% | -29.8% | +54.2% | +25.5% |
| All | +24.4% | -28.2% | +52.6% | +25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling