-36.5%
ELAN vs EFX
+33.9%
-70.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -6.4% | -11.1% | +4.7% | -1.6% |
| 30D | +0.6% | -7.4% | +8.0% | +3.6% |
| 3M | 0.0% | +1.5% | -1.5% | -2.3% |
| 6M | -3.4% | -13.7% | +10.3% | +1.2% |
| YTD | +1.0% | -21.9% | +22.9% | +9.7% |
| 1Y | +24.7% | -30.8% | +55.5% | +42.6% |
| 3Y | +97.2% | -12.4% | +109.6% | +96.5% |
| 5Y | -31.5% | -35.9% | +4.4% | -24.0% |
| All | -36.5% | +33.9% | -70.4% | -51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling