+317.5%
ELF vs EXPD
+313.3%
+4.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.5% | +1.1% | -1.2% |
| 7D | -2.7% | -4.8% | +2.1% | -0.5% |
| 30D | +6.9% | -1.5% | +8.4% | +7.6% |
| 3M | +27.2% | +4.1% | +23.1% | +24.2% |
| 6M | +84.9% | +24.0% | +60.9% | +64.8% |
| YTD | +44.5% | +27.4% | +17.1% | +25.0% |
| 1Y | -6.8% | +38.4% | -45.1% | -22.2% |
| 3Y | +14.2% | +73.2% | -58.9% | -15.8% |
| 5Y | +250.6% | +59.9% | +190.8% | +163.1% |
| All | +317.5% | +313.3% | +4.2% | +98.9% |
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