-23.8%
EXE vs ELF
+47.4%
-71.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | -0.2% |
| 7D | +3.6% | +3.4% | +0.2% | +3.5% |
| 30D | -4.3% | +5.0% | -9.3% | -4.4% |
| 3M | -7.7% | +22.6% | -30.2% | -8.2% |
| 6M | -7.2% | +104.0% | -111.2% | -9.8% |
| YTD | -18.5% | +49.3% | -67.8% | -21.5% |
| All | -23.8% | +47.4% | -71.2% | -28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling