+293.6%
ELF vs XHB
+218.7%
+74.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.4% | -2.5% | -3.1% |
| 7D | -1.2% | +0.2% | -1.4% | -1.2% |
| 30D | +5.9% | -9.1% | +15.0% | +13.7% |
| 3M | +99.5% | -2.3% | +101.8% | +102.1% |
| 6M | +26.5% | -4.1% | +30.6% | +29.1% |
| YTD | +37.2% | -1.7% | +38.9% | +37.1% |
| 1Y | -24.4% | -15.1% | -9.3% | -16.0% |
| 3Y | -23.3% | +26.8% | -50.2% | -37.0% |
| 5Y | +245.2% | +37.3% | +207.8% | +163.9% |
| All | +293.6% | +218.7% | +74.9% | +64.4% |
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