+18.9%
ELV vs EFX
-37.1%
+56.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.0% |
| 7D | -2.2% | -9.4% | +7.2% | -0.9% |
| 30D | -0.2% | -6.9% | +6.7% | +0.7% |
| 3M | -6.1% | +0.1% | -6.2% | -6.5% |
| 6M | +42.8% | -17.3% | +60.2% | +45.9% |
| YTD | +14.4% | -21.8% | +36.2% | +17.6% |
| 1Y | +28.6% | -32.5% | +61.1% | +34.9% |
| 3Y | -7.4% | -12.3% | +4.9% | -7.4% |
| All | +18.9% | -37.1% | +56.0% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling