+338.3%
ELF vs EFX
+55.7%
+282.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.2% | +7.9% | +6.6% |
| 7D | +4.0% | +2.7% | +1.3% | +2.7% |
| 30D | +10.6% | +33.1% | -22.5% | -2.5% |
| 3M | +25.8% | +8.2% | +17.7% | +20.6% |
| 6M | +89.1% | +10.2% | +78.9% | +78.2% |
| YTD | +52.7% | -11.8% | +64.6% | +56.4% |
| 1Y | +51.7% | -6.1% | +57.8% | +50.8% |
| 3Y | +14.2% | +7.5% | +6.7% | +5.2% |
| 5Y | +270.7% | -30.7% | +301.4% | +300.9% |
| 10Y | +341.9% | +68.7% | +273.2% | +219.8% |
| All | +338.3% | +55.7% | +282.6% | +240.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling