-3.9%
ELF vs EXEL
+92.4%
-96.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.7% |
| 7D | -1.5% | +9.8% | -11.3% | -4.1% |
| 30D | +9.5% | +23.6% | -14.1% | +3.3% |
| 3M | +29.4% | +29.9% | -0.6% | +19.8% |
| 6M | +83.7% | +64.7% | +19.0% | +53.4% |
| YTD | +49.4% | +66.0% | -16.5% | +21.9% |
| 1Y | -3.9% | +92.0% | -95.9% | -26.0% |
| All | -3.9% | +92.4% | -96.3% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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