+21.3%
ELF vs EFV
+91.8%
-70.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.4% | +3.5% | +3.6% |
| 7D | +1.6% | +2.5% | -1.0% | -0.8% |
| 30D | +9.1% | +2.9% | +6.2% | +6.0% |
| 3M | +28.2% | -1.4% | +29.6% | +29.9% |
| 6M | +119.5% | +5.5% | +114.0% | +107.5% |
| YTD | +55.2% | +16.1% | +39.1% | +32.3% |
| 1Y | +58.6% | +20.3% | +38.3% | +30.2% |
| 3Y | +21.3% | +90.4% | -69.2% | -40.2% |
| All | +21.3% | +91.8% | -70.5% | -40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling