+255.0%
ELF vs EFX
-33.8%
+288.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.4% | +8.5% | +4.8% |
| 7D | +5.4% | -8.6% | +14.0% | +9.2% |
| 30D | +27.0% | +0.1% | +26.9% | +26.5% |
| 3M | +113.2% | +3.8% | +109.4% | +107.8% |
| 6M | +36.6% | -13.5% | +50.1% | +43.5% |
| YTD | +44.2% | -17.7% | +61.9% | +53.4% |
| 1Y | -18.0% | -25.6% | +7.6% | -9.0% |
| 3Y | -19.9% | -12.1% | -7.8% | -19.6% |
| All | +255.0% | -33.8% | +288.8% | +297.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling