+32.7%
MET vs ELF
+53.2%
-20.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.9% | -3.2% | +0.5% |
| 7D | +4.5% | +1.6% | +2.9% | +4.3% |
| 30D | +3.5% | +9.1% | -5.6% | +2.8% |
| 3M | +5.9% | +28.2% | -22.2% | +3.8% |
| 6M | +33.1% | +119.5% | -86.5% | +23.3% |
| YTD | +33.6% | +55.2% | -21.6% | +27.0% |
| 1Y | +32.7% | +58.6% | -25.9% | +25.2% |
| All | +32.7% | +53.2% | -20.5% | +25.2% |
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