-19.5%
ELF vs EXEL
+160.6%
-180.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | +5.4% | +8.4% | -3.0% | +3.8% |
| 30D | +27.0% | +4.1% | +22.9% | +25.7% |
| 3M | +113.2% | +12.4% | +100.8% | +107.8% |
| 6M | +36.6% | +41.5% | -5.0% | +26.3% |
| YTD | +44.2% | +34.6% | +9.6% | +34.9% |
| 1Y | -18.0% | +57.9% | -75.9% | -25.1% |
| All | -19.5% | +160.6% | -180.2% | -26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling