+313.8%
ELF vs XHB
+226.6%
+87.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.4% |
| 7D | +5.4% | -1.3% | +6.6% | +6.3% |
| 30D | +27.0% | -6.9% | +33.9% | +33.8% |
| 3M | +113.2% | -1.3% | +114.5% | +114.1% |
| 6M | +36.6% | -6.8% | +43.4% | +42.1% |
| YTD | +44.2% | +0.7% | +43.5% | +41.4% |
| 1Y | -18.0% | -11.2% | -6.7% | -11.9% |
| 3Y | -19.9% | +25.3% | -45.3% | -33.8% |
| 5Y | +257.7% | +37.3% | +220.4% | +173.3% |
| All | +313.8% | +226.6% | +87.2% | +69.6% |
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