+148.8%
EXC vs ELF
+334.6%
-185.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.9% | +5.6% | +1.0% |
| 7D | +1.2% | -1.2% | +2.4% | +1.3% |
| 30D | -2.7% | +5.9% | -8.6% | -3.1% |
| 3M | -1.0% | +99.5% | -100.5% | -5.0% |
| 6M | -9.3% | +26.5% | -35.8% | -10.9% |
| YTD | +3.6% | +37.2% | -33.6% | +1.0% |
| 1Y | +5.9% | -24.4% | +30.3% | +6.5% |
| 3Y | +21.3% | -23.3% | +44.6% | +17.4% |
| 5Y | +46.2% | +245.2% | -199.0% | +15.6% |
| All | +148.8% | +334.6% | -185.9% | +76.8% |
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