+341.4%
ELF vs EXPD
+304.0%
+37.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.3% | +8.0% | +6.8% |
| 7D | +4.0% | -7.2% | +11.1% | +7.6% |
| 30D | +10.6% | -3.3% | +13.8% | +12.2% |
| 3M | +25.8% | +3.4% | +22.4% | +23.3% |
| 6M | +89.1% | +22.7% | +66.4% | +69.3% |
| YTD | +52.7% | +24.5% | +28.2% | +33.6% |
| 1Y | +51.7% | +38.6% | +13.1% | +25.5% |
| 3Y | +14.2% | +71.5% | -57.3% | -15.5% |
| 5Y | +270.7% | +56.2% | +214.5% | +181.1% |
| All | +341.4% | +304.0% | +37.4% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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