+725.1%
MSCI vs ELF
+383.9%
+341.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.7% | -8.0% | -3.0% |
| 7D | +2.8% | +4.0% | -1.2% | +2.3% |
| 30D | +15.4% | +10.6% | +4.8% | +13.9% |
| 3M | +13.4% | +25.8% | -12.4% | +9.8% |
| 6M | +10.9% | +89.1% | -78.2% | +1.3% |
| YTD | +13.0% | +52.7% | -39.8% | +5.1% |
| 1Y | +12.0% | +51.7% | -39.7% | +4.1% |
| 3Y | +34.1% | +14.2% | +19.9% | +17.3% |
| 5Y | +3.9% | +270.7% | -266.8% | -29.4% |
| 10Y | +802.0% | +341.9% | +460.1% | +422.2% |
| All | +725.1% | +383.9% | +341.2% | +377.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling