-98.4%
ELME price history and return analytics
+213.6%
-312.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | -0.3% |
| 7D | 0.0% | -4.2% | +4.2% | -0.3% |
| 30D | +68.6% | -5.8% | +74.4% | +75.1% |
| 3M | +79.9% | -5.2% | +85.1% | +85.9% |
| 6M | -97.7% | +0.1% | -97.8% | -98.7% |
| YTD | -98.1% | +8.2% | -106.4% | -99.0% |
| 1Y | -98.0% | +10.1% | -108.2% | -99.0% |
| 3Y | -97.4% | +69.7% | -167.0% | -99.1% |
| 5Y | -98.5% | +53.4% | -151.9% | -99.4% |
| All | -98.4% | +213.6% | -312.0% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling