-18.0%
ELF vs XME
+46.4%
-64.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.1% |
| 7D | +5.4% | -0.1% | +5.5% | +5.4% |
| 30D | +27.0% | +6.0% | +21.0% | +25.2% |
| 3M | +113.2% | -7.7% | +120.9% | +117.3% |
| 6M | +36.6% | +1.0% | +35.6% | +34.7% |
| YTD | +44.2% | +14.6% | +29.6% | +33.6% |
| 1Y | -18.0% | +46.0% | -63.9% | -40.5% |
| All | -18.0% | +46.4% | -64.4% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling