+301.7%
ELF vs EXPD
+335.0%
-33.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.4% | +4.1% |
| 7D | +1.6% | +5.5% | -3.9% | -1.0% |
| 30D | +9.1% | -0.8% | +9.9% | +9.3% |
| 3M | +28.2% | +4.1% | +24.0% | +25.3% |
| 6M | +119.5% | +25.7% | +93.9% | +94.5% |
| YTD | +55.2% | +31.4% | +23.8% | +32.2% |
| 1Y | +58.6% | +42.2% | +16.4% | +29.7% |
| 3Y | +21.3% | +77.2% | -55.9% | -11.5% |
| 5Y | +276.2% | +61.0% | +215.2% | +181.1% |
| All | +301.7% | +335.0% | -33.3% | +104.2% |
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