+273.7%
ELV vs EFV
+169.9%
+103.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.3% |
| 7D | +3.2% | -0.8% | +4.0% | +3.8% |
| 30D | +5.4% | +0.6% | +4.7% | +4.9% |
| 3M | +5.4% | +7.5% | -2.2% | -0.2% |
| 6M | +45.7% | +13.0% | +32.7% | +32.3% |
| YTD | +21.2% | +18.3% | +2.9% | +6.1% |
| 1Y | +35.6% | +26.7% | +8.9% | +12.7% |
| 3Y | -2.0% | +89.6% | -91.6% | -41.5% |
| 5Y | +26.0% | +98.2% | -72.2% | -28.6% |
| All | +273.7% | +169.9% | +103.8% | +51.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling