+163.5%
EXPE vs ELF
+317.0%
-153.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.3% | +0.1% |
| 7D | -11.5% | -6.8% | -4.7% | -10.3% |
| 30D | -13.1% | +5.1% | -18.1% | -14.0% |
| 3M | +18.1% | +79.8% | -61.6% | +5.1% |
| 6M | +13.3% | +29.7% | -16.5% | +6.4% |
| YTD | -3.2% | +31.6% | -34.8% | -9.9% |
| 1Y | +26.1% | -27.9% | +54.1% | +28.7% |
| 3Y | +151.7% | -26.4% | +178.1% | +130.6% |
| 5Y | +88.3% | +235.6% | -147.3% | +10.6% |
| All | +163.5% | +317.0% | -153.5% | +26.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling