+265.7%
ELF vs EFX
+38.8%
+226.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.0% |
| 7D | -11.6% | -4.5% | -7.1% | -9.8% |
| 30D | +4.6% | -6.1% | +10.7% | +7.1% |
| 3M | +59.7% | +6.2% | +53.5% | +54.7% |
| 6M | +21.2% | -11.2% | +32.4% | +26.0% |
| YTD | +27.4% | -21.4% | +48.9% | +38.0% |
| 1Y | -29.8% | -34.3% | +4.5% | -18.0% |
| 3Y | -28.5% | -12.5% | -15.9% | -27.9% |
| 5Y | +220.0% | -35.6% | +255.6% | +258.6% |
| All | +265.7% | +38.8% | +226.9% | +200.7% |
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