+286.6%
ELF vs EFX
+79.2%
+207.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -3.8% |
| 7D | +3.4% | -3.6% | +7.0% | +4.9% |
| 30D | +5.0% | +25.3% | -20.3% | -5.1% |
| 3M | +22.6% | +3.8% | +18.8% | +19.4% |
| 6M | +104.0% | +12.7% | +91.3% | +90.0% |
| YTD | +49.3% | -13.1% | +62.4% | +53.8% |
| 1Y | +46.0% | -9.3% | +55.4% | +47.4% |
| 3Y | +19.4% | +3.5% | +15.9% | +11.7% |
| 5Y | +262.0% | -30.6% | +292.6% | +291.7% |
| All | +286.6% | +79.2% | +207.4% | +172.8% |
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