+21.2%
EXE vs ELF
+24.2%
-3.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.9% | -3.1% | +0.7% |
| 7D | +5.3% | +1.6% | +3.7% | +5.3% |
| 30D | -2.2% | +9.1% | -11.3% | -2.5% |
| 3M | -5.9% | +28.2% | -34.1% | -6.8% |
| 6M | -5.7% | +119.5% | -125.3% | -8.7% |
| YTD | -17.8% | +55.2% | -73.0% | -19.4% |
| 1Y | -23.1% | +58.6% | -81.7% | -24.7% |
| 3Y | +21.2% | +21.3% | -0.1% | +2.6% |
| All | +21.2% | +24.2% | -3.0% | +2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling