+65.4%
IEFA vs ELV
-2.1%
+67.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +1.0% |
| 7D | -1.6% | +3.2% | -4.8% | -1.8% |
| 30D | -1.5% | +5.4% | -6.9% | -1.9% |
| 3M | +3.4% | +5.4% | -1.9% | +2.9% |
| 6M | +9.5% | +45.7% | -36.2% | +5.7% |
| YTD | +13.0% | +21.2% | -8.2% | +10.4% |
| 1Y | +18.0% | +35.6% | -17.6% | +13.9% |
| 3Y | +65.4% | -2.0% | +67.4% | +62.8% |
| All | +65.4% | -2.1% | +67.5% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 3y: compounded portfolio wealth divided by compounded ELV 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…
3y analysis · Full analysis span regression · 6 months rolling