+255.0%
ELF vs EFV
+96.9%
+158.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.2% |
| 7D | +5.4% | +1.5% | +3.9% | +3.9% |
| 30D | +27.0% | +1.7% | +25.2% | +25.1% |
| 3M | +113.2% | +8.6% | +104.6% | +98.1% |
| 6M | +36.6% | +11.7% | +24.9% | +23.4% |
| YTD | +44.2% | +19.3% | +25.0% | +22.9% |
| 1Y | -18.0% | +30.2% | -48.2% | -35.4% |
| 3Y | -19.9% | +91.6% | -111.5% | -54.6% |
| All | +255.0% | +96.9% | +158.2% | +103.3% |
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