+357.2%
ELF vs EFV
+159.5%
+197.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | +6.3% | +2.1% | +4.1% | +4.1% |
| 30D | +8.5% | +3.1% | +5.4% | +5.4% |
| 3M | +24.4% | -1.3% | +25.7% | +25.7% |
| 6M | +94.7% | +6.0% | +88.7% | +83.8% |
| YTD | +55.9% | +15.8% | +40.0% | +35.4% |
| 1Y | +48.4% | +21.1% | +27.3% | +23.7% |
| 3Y | +24.6% | +91.0% | -66.4% | -31.6% |
| 5Y | +285.0% | +94.3% | +190.7% | +106.7% |
| 10Y | +357.2% | +160.4% | +196.8% | +116.0% |
| All | +357.2% | +159.5% | +197.7% | +116.0% |
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