-30.4%
ELAN vs EFV
+95.9%
-126.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.1% |
| 7D | -5.4% | -0.8% | -4.6% | -4.5% |
| 30D | +4.7% | +0.6% | +4.1% | +4.0% |
| 3M | -3.7% | +7.5% | -11.2% | -11.5% |
| 6M | -1.2% | +13.0% | -14.2% | -13.4% |
| YTD | +2.4% | +18.3% | -15.9% | -14.7% |
| 1Y | +23.4% | +26.7% | -3.4% | -4.7% |
| 3Y | +96.7% | +89.6% | +7.1% | -1.2% |
| All | -30.4% | +95.9% | -126.3% | -68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling