+64.8%
EFA vs ELV
-2.5%
+67.4%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.4% | -0.3% |
| 7D | -1.5% | +2.8% | -4.3% | -1.7% |
| 30D | -1.7% | +4.9% | -6.6% | -2.0% |
| 3M | +3.5% | +4.9% | -1.4% | +3.0% |
| 6M | +9.5% | +45.1% | -35.6% | +5.6% |
| YTD | +12.9% | +20.7% | -7.8% | +10.2% |
| 1Y | +18.2% | +35.0% | -16.8% | +14.1% |
| 3Y | +64.8% | -2.4% | +67.3% | +62.4% |
| All | +64.8% | -2.5% | +67.4% | +62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling