-18.0%
ELF vs EFX
-25.2%
+7.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.4% | +8.5% | +3.8% |
| 7D | +5.4% | -8.6% | +14.0% | +7.8% |
| 30D | +27.0% | +0.1% | +26.9% | +26.6% |
| 3M | +113.2% | +3.8% | +109.4% | +109.5% |
| 6M | +36.6% | -13.5% | +50.1% | +39.7% |
| YTD | +44.2% | -17.7% | +61.9% | +49.4% |
| 1Y | -18.0% | -25.6% | +7.6% | -14.6% |
| All | -18.0% | -25.2% | +7.2% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 1y: compounded portfolio wealth divided by compounded EFX 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…
1y analysis · Full analysis span regression · 6 months rolling