+364.2%
ELF vs XHB
+271.6%
+92.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.6% | -0.8% | +0.1% |
| 7D | +7.8% | +1.3% | +6.5% | +6.6% |
| 30D | +9.3% | +11.8% | -2.5% | +0.1% |
| 3M | +21.2% | -3.8% | +25.0% | +24.1% |
| 6M | +96.1% | +4.1% | +92.0% | +87.9% |
| YTD | +57.0% | +4.0% | +53.0% | +49.6% |
| 1Y | +61.9% | +1.6% | +60.3% | +56.8% |
| 3Y | +20.0% | +43.2% | -23.2% | -10.5% |
| 5Y | +284.8% | +35.8% | +248.9% | +194.5% |
| 10Y | +364.2% | +259.3% | +104.9% | +70.3% |
| All | +364.2% | +271.6% | +92.6% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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