+20.7%
EXE vs ELF
-23.6%
+44.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.9% | +5.2% | +0.5% |
| 7D | -1.8% | -1.2% | -0.6% | -1.8% |
| 30D | +6.4% | +5.9% | +0.5% | +6.1% |
| 3M | +9.2% | +99.5% | -90.3% | +6.1% |
| 6M | -7.0% | +26.5% | -33.5% | -7.9% |
| YTD | -9.5% | +37.2% | -46.6% | -10.8% |
| 1Y | +6.2% | -24.4% | +30.6% | +6.8% |
| 3Y | +20.7% | -23.3% | +44.1% | +20.6% |
| All | +20.7% | -23.6% | +44.3% | +20.6% |
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