+21.7%
ELV vs EFV
+95.9%
-74.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.7% | +5.2% |
| 7D | +2.8% | -0.8% | +3.6% | +3.1% |
| 30D | +4.9% | +0.6% | +4.3% | +4.6% |
| 3M | +4.9% | +7.5% | -2.6% | +1.6% |
| 6M | +45.1% | +13.0% | +32.1% | +37.1% |
| YTD | +20.7% | +18.3% | +2.4% | +11.6% |
| 1Y | +35.0% | +26.7% | +8.3% | +21.0% |
| 3Y | -2.4% | +89.6% | -92.0% | -27.9% |
| All | +21.7% | +95.9% | -74.2% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling