+64.9%
MET vs ELF
-23.6%
+88.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.9% | +2.7% | -1.8% |
| 7D | +1.1% | -1.2% | +2.3% | +1.2% |
| 30D | -2.3% | +5.9% | -8.2% | -2.8% |
| 3M | +13.9% | +99.5% | -85.6% | +7.7% |
| 6M | +34.8% | +26.5% | +8.3% | +31.7% |
| YTD | +23.5% | +37.2% | -13.6% | +19.7% |
| 1Y | +23.4% | -24.4% | +47.8% | +23.8% |
| 3Y | +64.9% | -23.3% | +88.2% | +54.4% |
| All | +64.9% | -23.6% | +88.5% | +54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling