+196.7%
EXC vs ELF
+332.6%
-136.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.9% | -2.6% | +1.2% |
| 7D | +1.4% | +1.6% | -0.2% | +1.3% |
| 30D | +8.6% | +9.1% | -0.5% | +8.0% |
| 3M | +2.4% | +28.2% | -25.8% | +0.9% |
| 6M | +6.5% | +119.5% | -113.1% | +1.5% |
| YTD | +9.0% | +55.2% | -46.1% | +5.6% |
| 1Y | +4.6% | +58.6% | -54.0% | +1.0% |
| 3Y | +33.5% | +21.3% | +12.2% | +24.2% |
| 5Y | +41.4% | +276.2% | -234.8% | +11.8% |
| All | +196.7% | +332.6% | -136.0% | +112.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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