+169.7%
EXE vs ELF
+314.0%
-144.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.2% |
| 7D | -3.1% | -11.6% | +8.5% | -2.6% |
| 30D | -0.9% | +4.6% | -5.5% | -1.2% |
| 3M | +9.6% | +59.7% | -50.2% | +6.6% |
| 6M | -11.6% | +21.2% | -32.8% | -12.8% |
| YTD | -12.6% | +27.4% | -40.0% | -14.1% |
| 1Y | +1.2% | -29.8% | +31.0% | +2.1% |
| 3Y | +18.0% | -28.5% | +46.5% | +14.7% |
| 5Y | +101.1% | +220.0% | -118.9% | +59.6% |
| All | +169.7% | +314.0% | -144.2% | +106.8% |
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