+87.7%
MET vs ELF
+283.8%
-196.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.8% |
| 7D | +1.8% | +6.3% | -4.5% | +1.1% |
| 30D | +4.8% | +8.5% | -3.7% | +3.9% |
| 3M | +6.2% | +24.4% | -18.2% | +3.8% |
| 6M | +33.8% | +94.7% | -60.9% | +24.4% |
| YTD | +33.3% | +55.9% | -22.6% | +26.0% |
| 1Y | +36.3% | +48.4% | -12.1% | +29.4% |
| 3Y | +84.6% | +24.6% | +59.9% | +60.8% |
| 5Y | +87.7% | +285.0% | -197.4% | +14.7% |
| All | +87.7% | +283.8% | -196.1% | +14.7% |
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