+49.5%
ELF vs EXEL
+74.8%
-25.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.1% | -0.4% | +1.8% |
| 7D | +7.8% | +2.3% | +5.5% | +7.1% |
| 30D | +9.3% | +19.8% | -10.6% | +3.4% |
| 3M | +21.2% | +32.7% | -11.5% | +11.2% |
| 6M | +96.1% | +49.0% | +47.1% | +69.4% |
| YTD | +57.0% | +63.7% | -6.7% | +25.5% |
| All | +49.5% | +74.8% | -25.4% | +13.9% |
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