+183.6%
EXC vs ELF
+342.6%
-159.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.7% | -7.7% | -2.3% |
| 7D | -1.2% | +4.0% | -5.2% | -1.4% |
| 30D | +10.0% | +10.6% | -0.6% | +9.3% |
| 3M | +1.6% | +25.8% | -24.2% | +0.2% |
| 6M | +3.3% | +89.1% | -85.8% | -0.7% |
| YTD | +7.6% | +52.7% | -45.2% | +4.2% |
| 1Y | +3.5% | +51.7% | -48.3% | +0.2% |
| 3Y | +27.7% | +14.2% | +13.4% | +19.4% |
| 5Y | +41.1% | +270.7% | -229.6% | +11.6% |
| All | +183.6% | +342.6% | -159.0% | +100.9% |
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