+52.0%
ELF vs EXEL
+70.3%
-18.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.2% |
| 7D | +6.3% | -2.4% | +8.7% | +7.1% |
| 30D | +8.5% | +17.9% | -9.4% | +2.9% |
| 3M | +24.4% | +33.3% | -8.8% | +13.6% |
| 6M | +94.7% | +46.6% | +48.2% | +68.0% |
| YTD | +55.9% | +61.0% | -5.2% | +24.0% |
| All | +52.0% | +70.3% | -18.3% | +18.2% |
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