+328.8%
ELF vs EXPD
+338.3%
-9.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.2% | +3.5% |
| 7D | -1.5% | +0.3% | -1.8% | -1.8% |
| 30D | +9.5% | +1.8% | +7.7% | +8.4% |
| 3M | +29.4% | +8.9% | +20.4% | +23.6% |
| 6M | +83.7% | +42.2% | +41.5% | +52.3% |
| YTD | +49.4% | +33.4% | +16.1% | +26.5% |
| 1Y | -3.9% | +47.2% | -51.1% | -22.2% |
| 3Y | +18.2% | +81.3% | -63.1% | -14.8% |
| 5Y | +276.1% | +60.2% | +215.9% | +181.4% |
| 10Y | +332.4% | +339.5% | -7.2% | +98.8% |
| All | +328.8% | +338.3% | -9.5% | +97.4% |
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