+178.5%
EXE vs ELF
+368.5%
-190.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.3% |
| 7D | -0.3% | +5.4% | -5.6% | -0.5% |
| 30D | +8.5% | +27.0% | -18.5% | +7.1% |
| 3M | +5.5% | +113.2% | -107.7% | +1.1% |
| 6M | -5.9% | +36.6% | -42.5% | -7.7% |
| YTD | -9.7% | +44.2% | -53.9% | -11.9% |
| 1Y | +3.6% | -18.0% | +21.6% | +3.7% |
| 3Y | +18.0% | -19.9% | +38.0% | +14.1% |
| 5Y | +109.4% | +257.7% | -148.3% | +65.5% |
| All | +178.5% | +368.5% | -190.0% | +112.2% |
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