+82.0%
MET vs ELF
+239.6%
-157.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.9% | +2.7% | -1.7% |
| 7D | +1.1% | -1.2% | +2.3% | +1.3% |
| 30D | -2.3% | +5.9% | -8.2% | -3.0% |
| 3M | +13.9% | +99.5% | -85.6% | +5.5% |
| 6M | +34.8% | +26.5% | +8.3% | +30.6% |
| YTD | +23.5% | +37.2% | -13.6% | +18.2% |
| 1Y | +23.4% | -24.4% | +47.8% | +24.3% |
| 3Y | +64.9% | -23.3% | +88.2% | +53.5% |
| 5Y | +82.0% | +245.2% | -163.1% | +9.2% |
| All | +82.0% | +239.6% | -157.5% | +9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling