+338.9%
ELF vs EXEL
+353.9%
-15.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.4% |
| 7D | +6.3% | -2.4% | +8.7% | +6.8% |
| 30D | +8.5% | +17.9% | -9.4% | +4.9% |
| 3M | +24.4% | +33.3% | -8.8% | +17.3% |
| 6M | +94.7% | +46.6% | +48.2% | +79.0% |
| YTD | +55.9% | +61.0% | -5.2% | +40.3% |
| 1Y | +48.4% | +70.4% | -22.0% | +32.1% |
| 3Y | +24.6% | +236.1% | -211.5% | -5.4% |
| 5Y | +285.0% | +284.8% | +0.2% | +181.0% |
| All | +338.9% | +353.9% | -15.0% | +209.3% |
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