+357.2%
ELF vs EFX
+69.3%
+287.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | +6.3% | +0.3% | +6.0% | +6.1% |
| 30D | +8.5% | +29.1% | -20.6% | -3.2% |
| 3M | +24.4% | +4.3% | +20.2% | +21.0% |
| 6M | +94.7% | +7.7% | +87.0% | +85.3% |
| YTD | +55.9% | -12.5% | +68.3% | +60.0% |
| 1Y | +48.4% | -8.8% | +57.2% | +49.4% |
| 3Y | +24.6% | +4.3% | +20.3% | +16.2% |
| 5Y | +285.0% | -29.4% | +314.4% | +313.4% |
| 10Y | +357.2% | +78.1% | +279.1% | +224.5% |
| All | +357.2% | +69.3% | +287.9% | +224.5% |
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