+142.8%
EFA vs ELV
+280.2%
-137.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | -1.5% | +3.2% | -4.7% | -2.2% |
| 30D | -1.7% | +5.4% | -7.0% | -2.8% |
| 3M | +3.5% | +5.4% | -1.9% | +1.9% |
| 6M | +9.5% | +45.7% | -36.2% | -0.2% |
| YTD | +12.9% | +21.2% | -8.3% | +6.6% |
| 1Y | +18.2% | +35.6% | -17.4% | +8.4% |
| 3Y | +64.8% | -2.0% | +66.8% | +60.1% |
| 5Y | +53.9% | +26.0% | +27.9% | +36.5% |
| All | +142.8% | +280.2% | -137.4% | +67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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