+607.6%
ELV vs EFV
+253.2%
+354.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.7% |
| 7D | -2.2% | -0.5% | -1.7% | -1.9% |
| 30D | -0.2% | 0.0% | -0.2% | -0.2% |
| 3M | -6.1% | +8.4% | -14.5% | -10.8% |
| 6M | +42.8% | +12.3% | +30.5% | +32.2% |
| YTD | +14.4% | +17.4% | -3.0% | +2.8% |
| 1Y | +28.6% | +27.1% | +1.5% | +10.1% |
| 3Y | -7.4% | +90.7% | -98.1% | -39.2% |
| 5Y | +14.5% | +95.6% | -81.2% | -26.9% |
| 10Y | +257.4% | +165.3% | +92.1% | +89.2% |
| All | +607.6% | +253.2% | +354.4% | +184.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling