-35.6%
ELAN vs EFV
+118.0%
-153.7%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.3% |
| 7D | -5.4% | -0.8% | -4.6% | -4.6% |
| 30D | +4.7% | +0.6% | +4.1% | +4.1% |
| 3M | -3.7% | +7.5% | -11.2% | -10.6% |
| 6M | -1.2% | +13.0% | -14.2% | -12.1% |
| YTD | +2.4% | +18.3% | -15.9% | -12.9% |
| 1Y | +23.4% | +26.7% | -3.4% | -2.0% |
| 3Y | +96.7% | +89.6% | +7.1% | +6.1% |
| 5Y | -30.6% | +98.2% | -128.8% | -64.1% |
| All | -35.6% | +118.0% | -153.7% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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