-24.4%
ELF vs EFX
-30.2%
+5.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.1% | -1.8% | -4.1% |
| 7D | -1.2% | -7.8% | +6.7% | +0.9% |
| 30D | +5.9% | -5.7% | +11.6% | +7.3% |
| 3M | +99.5% | +2.5% | +97.0% | +97.1% |
| 6M | +26.5% | -16.7% | +43.2% | +30.6% |
| YTD | +37.2% | -20.2% | +57.4% | +43.2% |
| 1Y | -24.4% | -31.4% | +7.0% | -20.1% |
| All | -24.4% | -30.2% | +5.8% | -20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling