+147.0%
EXC vs ELF
+357.0%
-210.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.2% |
| 7D | +0.3% | +5.4% | -5.1% | 0.0% |
| 30D | -3.7% | +27.0% | -30.7% | -5.1% |
| 3M | -1.3% | +113.2% | -114.5% | -5.7% |
| 6M | -9.7% | +36.6% | -46.3% | -11.7% |
| YTD | +2.9% | +44.2% | -41.3% | 0.0% |
| 1Y | +4.4% | -18.0% | +22.4% | +4.4% |
| 3Y | +22.2% | -19.9% | +42.1% | +18.1% |
| 5Y | +46.7% | +257.7% | -211.0% | +15.9% |
| All | +147.0% | +357.0% | -210.0% | +75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling