+293.6%
ELF vs EXEL
+290.7%
+2.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.3% | -2.6% | -4.5% |
| 7D | -1.2% | +1.4% | -2.5% | -1.4% |
| 30D | +5.9% | +6.7% | -0.7% | +4.6% |
| 3M | +99.5% | +11.5% | +88.1% | +95.1% |
| 6M | +26.5% | +38.8% | -12.3% | +18.2% |
| YTD | +37.2% | +31.6% | +5.6% | +29.6% |
| 1Y | -24.4% | +53.0% | -77.4% | -30.6% |
| 3Y | -23.3% | +160.8% | -184.2% | -37.3% |
| 5Y | +245.2% | +190.1% | +55.1% | +174.0% |
| All | +293.6% | +290.7% | +2.9% | +196.1% |
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