+96.7%
ELAN vs EFX
-12.2%
+108.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.1% |
| 7D | -5.4% | -4.5% | -0.9% | -3.7% |
| 30D | +4.7% | -6.1% | +10.8% | +6.9% |
| 3M | -3.7% | +6.2% | -9.9% | -7.5% |
| 6M | -1.2% | -11.2% | +10.0% | +2.2% |
| YTD | +2.4% | -21.4% | +23.8% | +10.8% |
| 1Y | +23.4% | -34.3% | +57.7% | +45.2% |
| 3Y | +96.7% | -12.5% | +109.2% | +72.9% |
| All | +96.7% | -12.2% | +108.9% | +72.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling