+135.5%
EXPE vs ELF
+18.9%
+116.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +5.7% | -10.6% | -5.4% |
| 7D | -9.3% | +4.0% | -13.3% | -9.7% |
| 30D | +0.1% | +10.6% | -10.4% | -0.8% |
| 3M | -15.3% | +25.8% | -41.1% | -17.2% |
| 6M | +5.5% | +89.1% | -83.6% | -0.8% |
| YTD | -8.0% | +52.7% | -60.7% | -12.1% |
| 1Y | +18.9% | +51.7% | -32.9% | +13.4% |
| 3Y | +135.5% | +14.2% | +121.3% | +90.2% |
| All | +135.5% | +18.9% | +116.6% | +90.2% |
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 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