+275.1%
ELF vs EFV
+87.6%
+187.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.1% | +7.0% |
| 7D | +4.0% | -0.7% | +4.6% | +4.5% |
| 30D | +10.6% | +0.9% | +9.7% | +9.6% |
| 3M | +25.8% | -3.6% | +29.4% | +29.7% |
| 6M | +89.1% | +2.5% | +86.5% | +84.3% |
| YTD | +52.7% | +13.2% | +39.5% | +36.4% |
| 1Y | +51.7% | +20.3% | +31.4% | +28.4% |
| 3Y | +14.2% | +84.9% | -70.7% | -32.4% |
| All | +275.1% | +87.6% | +187.5% | +124.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling