+8.0%
ELF vs EXPD
+72.7%
-64.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +7.5% |
| 3M | +27.2% | +4.1% | +23.1% | +24.2% |
| 6M | +84.9% | +24.0% | +60.9% | +64.0% |
| YTD | +44.5% | +27.4% | +17.1% | +23.8% |
| 1Y | -6.8% | +38.4% | -45.1% | -23.7% |
| All | +8.0% | +72.7% | -64.7% | -27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling