+89.1%
ELF vs XE
-62.9%
+152.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +15.9% | -10.2% | +4.3% |
| 7D | +4.0% | -4.6% | +8.6% | +3.9% |
| 30D | +10.6% | -27.5% | +38.1% | +12.6% |
| 3M | +25.8% | -49.9% | +75.7% | +31.5% |
| 6M | +89.1% | -67.2% | +156.3% | +64.3% |
| All | +89.1% | -62.9% | +152.0% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 6mo: compounded portfolio wealth divided by compounded XE 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…
6mo analysis · Full analysis span regression · 6 months rolling