+2,385.0%
ELV vs EFX
+853.2%
+1,531.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -0.3% |
| 7D | -0.3% | -7.8% | +7.6% | +2.4% |
| 30D | +2.0% | -5.7% | +7.7% | +3.8% |
| 3M | -3.5% | +2.5% | -6.0% | -5.3% |
| 6M | +40.2% | -16.7% | +56.9% | +46.7% |
| YTD | +15.8% | -20.2% | +36.0% | +22.1% |
| 1Y | +33.2% | -31.4% | +64.6% | +47.5% |
| 3Y | -6.2% | -10.5% | +4.3% | -9.8% |
| 5Y | +16.4% | -35.2% | +51.6% | +21.7% |
| 10Y | +259.8% | +40.2% | +219.6% | +157.8% |
| All | +2,385.0% | +853.2% | +1,531.8% | +588.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling