+277.7%
ELF vs EFV
+160.3%
+117.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.2% |
| 7D | -6.8% | -0.5% | -6.3% | -6.3% |
| 30D | +5.1% | 0.0% | +5.1% | +5.2% |
| 3M | +79.8% | +8.4% | +71.4% | +66.9% |
| 6M | +29.7% | +12.3% | +17.4% | +16.4% |
| YTD | +31.6% | +17.4% | +14.2% | +13.2% |
| 1Y | -27.9% | +27.1% | -55.0% | -42.4% |
| 3Y | -26.4% | +90.7% | -117.1% | -59.4% |
| 5Y | +235.6% | +95.6% | +140.0% | +80.0% |
| All | +277.7% | +160.3% | +117.4% | +70.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling