+150.1%
EXE vs ELF
+406.2%
-256.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.3% |
| 7D | -2.2% | +6.3% | -8.5% | -2.5% |
| 30D | -0.3% | +8.5% | -8.8% | -0.8% |
| 3M | -9.3% | +24.4% | -33.8% | -10.4% |
| 6M | -7.2% | +94.7% | -102.0% | -10.7% |
| YTD | -18.9% | +55.9% | -74.8% | -21.2% |
| 1Y | -21.7% | +48.4% | -70.1% | -23.7% |
| 3Y | +21.0% | +24.6% | -3.6% | +13.1% |
| 5Y | +76.0% | +285.0% | -209.1% | +38.8% |
| All | +150.1% | +406.2% | -256.1% | +89.7% |
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