-7.5%
MSCI vs ELF
+259.0%
-266.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.5% |
| 7D | +0.4% | +5.4% | -5.0% | -0.2% |
| 30D | +0.6% | +27.0% | -26.4% | -2.3% |
| 3M | -7.1% | +113.2% | -120.3% | -15.4% |
| 6M | +0.8% | +36.6% | -35.7% | -3.6% |
| YTD | +1.0% | +44.2% | -43.2% | -4.6% |
| 1Y | +4.3% | -18.0% | +22.3% | +4.6% |
| 3Y | +9.9% | -19.9% | +29.9% | -0.7% |
| All | -7.5% | +259.0% | -266.5% | -60.0% |
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