+313.8%
ELF vs EXPD
+318.6%
-4.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.7% |
| 7D | +5.4% | -1.1% | +6.5% | +5.9% |
| 30D | +27.0% | +4.1% | +22.9% | +24.3% |
| 3M | +113.2% | +17.9% | +95.3% | +95.8% |
| 6M | +36.6% | +29.2% | +7.3% | +18.6% |
| YTD | +44.2% | +27.4% | +16.9% | +25.2% |
| 1Y | -18.0% | +56.8% | -74.8% | -36.0% |
| 3Y | -19.9% | +68.0% | -88.0% | -40.0% |
| 5Y | +257.7% | +61.9% | +195.8% | +166.2% |
| All | +313.8% | +318.6% | -4.8% | +95.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling