+364.2%
ELF vs EXEL
+445.6%
-81.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.1% | -0.4% | +2.1% |
| 7D | +7.8% | +2.3% | +5.5% | +7.3% |
| 30D | +9.3% | +19.8% | -10.6% | +5.3% |
| 3M | +21.2% | +32.7% | -11.5% | +14.3% |
| 6M | +96.1% | +49.0% | +47.1% | +79.7% |
| YTD | +57.0% | +63.7% | -6.7% | +40.8% |
| 1Y | +61.9% | +75.8% | -13.9% | +43.1% |
| 3Y | +20.0% | +241.3% | -221.3% | -9.3% |
| 5Y | +284.8% | +289.0% | -4.3% | +179.8% |
| 10Y | +364.2% | +377.6% | -13.4% | +215.6% |
| All | +364.2% | +445.6% | -81.3% | +215.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling