+89.1%
ELF vs EFV
+2.8%
+86.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.1% | +6.3% |
| 7D | +4.0% | -0.7% | +4.6% | +4.3% |
| 30D | +10.6% | +0.9% | +9.7% | +10.2% |
| 3M | +25.8% | -3.6% | +29.4% | +28.7% |
| 6M | +89.1% | +2.5% | +86.5% | +88.4% |
| All | +89.1% | +2.8% | +86.2% | +88.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling