+285.0%
ELF vs EXPD
+60.8%
+224.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +6.3% | -7.4% | +13.7% | +10.3% |
| 30D | +8.5% | -2.1% | +10.6% | +9.5% |
| 3M | +24.4% | +5.7% | +18.7% | +20.4% |
| 6M | +94.7% | +21.4% | +73.4% | +74.4% |
| YTD | +55.9% | +27.6% | +28.2% | +33.3% |
| 1Y | +48.4% | +36.1% | +12.3% | +22.2% |
| 3Y | +24.6% | +69.9% | -45.2% | -10.2% |
| 5Y | +285.0% | +59.7% | +225.3% | +173.7% |
| All | +285.0% | +60.8% | +224.2% | +173.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling