+341.4%
ELF vs EXEL
+461.0%
-119.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.3% | +4.5% | +5.5% |
| 7D | +4.0% | +0.3% | +3.7% | +3.9% |
| 30D | +10.6% | +19.0% | -8.5% | +6.8% |
| 3M | +25.8% | +33.3% | -7.5% | +18.9% |
| 6M | +89.1% | +42.9% | +46.2% | +75.1% |
| YTD | +52.7% | +58.7% | -6.0% | +38.4% |
| 1Y | +51.7% | +70.5% | -18.8% | +35.7% |
| 3Y | +14.2% | +233.8% | -219.6% | -12.2% |
| 5Y | +270.7% | +259.3% | +11.3% | +177.6% |
| All | +341.4% | +461.0% | -119.6% | +230.3% |
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