+273.0%
ELF vs EXEL
+281.2%
-8.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.2% | +5.1% | +4.2% |
| 7D | +1.6% | -0.8% | +2.4% | +1.8% |
| 30D | +9.1% | +13.1% | -4.0% | +5.7% |
| 3M | +28.2% | +36.3% | -8.2% | +18.4% |
| 6M | +119.5% | +34.5% | +85.0% | +102.4% |
| YTD | +55.2% | +57.4% | -2.3% | +36.5% |
| 1Y | +58.6% | +62.9% | -4.3% | +38.4% |
| 3Y | +21.3% | +229.5% | -208.2% | -16.0% |
| All | +273.0% | +281.2% | -8.2% | +138.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling