+364.2%
ELF vs EFX
+63.8%
+300.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.4% | +3.0% |
| 7D | +7.8% | -2.2% | +10.0% | +8.7% |
| 30D | +9.3% | +29.2% | -19.9% | -2.5% |
| 3M | +21.2% | +3.5% | +17.7% | +18.3% |
| 6M | +96.1% | +7.8% | +88.3% | +86.6% |
| YTD | +57.0% | -12.4% | +69.4% | +61.1% |
| 1Y | +61.9% | -8.2% | +70.1% | +62.5% |
| 3Y | +20.0% | +4.7% | +15.3% | +11.8% |
| 5Y | +284.8% | -32.0% | +316.8% | +319.4% |
| 10Y | +364.2% | +69.1% | +295.2% | +237.0% |
| All | +364.2% | +63.8% | +300.4% | +237.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling