+301.7%
ELF vs EFX
+80.5%
+221.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.7% | +3.2% | +3.6% |
| 7D | +1.6% | -0.8% | +2.4% | +1.9% |
| 30D | +9.1% | +25.1% | -16.0% | -1.3% |
| 3M | +28.2% | +1.7% | +26.5% | +26.1% |
| 6M | +119.5% | +18.4% | +101.2% | +100.2% |
| YTD | +55.2% | -12.5% | +67.7% | +59.4% |
| 1Y | +58.6% | -8.1% | +66.7% | +59.2% |
| 3Y | +21.3% | +4.8% | +16.5% | +12.9% |
| 5Y | +276.2% | -30.1% | +306.3% | +305.9% |
| All | +301.7% | +80.5% | +221.2% | +182.7% |
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