-36.5%
ELAN vs EFV
+115.7%
-152.2%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.6% |
| 7D | -6.4% | -2.0% | -4.4% | -4.4% |
| 30D | +0.6% | -0.2% | +0.8% | +0.8% |
| 3M | 0.0% | +9.1% | -9.2% | -8.6% |
| 6M | -3.4% | +11.7% | -15.1% | -13.0% |
| YTD | +1.0% | +17.0% | -16.0% | -13.2% |
| 1Y | +24.7% | +26.7% | -2.0% | -0.9% |
| 3Y | +97.2% | +90.2% | +7.1% | +6.2% |
| 5Y | -31.5% | +96.1% | -127.6% | -64.2% |
| All | -36.5% | +115.7% | -152.2% | -71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling