+40.2%
ELAN vs EFX
-25.2%
+65.5%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.4% | +6.7% | +1.8% |
| 7D | +1.6% | -8.6% | +10.3% | +3.7% |
| 30D | -6.6% | +0.1% | -6.7% | -6.9% |
| 3M | -0.8% | +3.8% | -4.7% | -2.8% |
| 6M | +0.2% | -13.5% | +13.8% | +3.6% |
| YTD | +8.3% | -17.7% | +25.9% | +13.2% |
| 1Y | +40.2% | -25.6% | +65.8% | +51.3% |
| All | +40.2% | -25.2% | +65.5% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 1y: compounded portfolio wealth divided by compounded EFX 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…
1y analysis · Full analysis span regression · 6 months rolling