+39.9%
ELV vs EFV
+25.8%
+14.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.1% | +1.8% | +3.9% |
| 7D | +4.8% | +2.9% | +1.9% | +3.8% |
| 30D | +10.1% | +3.6% | +6.5% | +8.9% |
| 3M | +15.4% | -0.1% | +15.5% | +15.2% |
| 6M | +17.7% | +9.6% | +8.1% | +14.8% |
| YTD | +25.7% | +17.0% | +8.7% | +19.1% |
| 1Y | +39.9% | +25.7% | +14.2% | +24.2% |
| All | +39.9% | +25.8% | +14.0% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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