+39.9%
ELV vs EFX
-7.5%
+47.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.4% | +2.5% | +4.6% |
| 7D | +4.8% | +9.2% | -4.4% | +3.6% |
| 30D | +10.1% | +34.8% | -24.7% | +6.4% |
| 3M | +15.4% | +8.8% | +6.5% | +13.9% |
| 6M | +17.7% | +12.3% | +5.4% | +15.6% |
| YTD | +25.7% | -10.6% | +36.3% | +30.6% |
| 1Y | +39.9% | -6.7% | +46.6% | +42.9% |
| All | +39.9% | -7.5% | +47.4% | +42.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling