+347.0%
ELF vs XHB
+227.9%
+119.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | +4.3% | -4.1% | +8.4% | +7.4% |
| 30D | +7.7% | +9.6% | -1.9% | +0.1% |
| 3M | +24.7% | -6.0% | +30.7% | +29.8% |
| 6M | +114.6% | +2.2% | +112.4% | +108.3% |
| YTD | +55.8% | +1.1% | +54.6% | +51.5% |
| 1Y | +51.9% | -1.7% | +53.7% | +50.8% |
| 3Y | +24.6% | +36.5% | -11.9% | -3.4% |
| 5Y | +279.2% | +33.5% | +245.7% | +194.5% |
| 10Y | +338.7% | +240.9% | +97.8% | +74.7% |
| All | +347.0% | +227.9% | +119.1% | +81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling