+351.7%
ELF vs XME
+273.8%
+77.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.4% | +2.4% | +4.4% |
| 7D | +4.0% | -4.5% | +8.5% | +5.9% |
| 30D | +10.6% | -10.9% | +21.4% | +15.7% |
| 3M | +25.8% | -15.3% | +41.1% | +34.1% |
| 6M | +89.1% | -24.6% | +113.7% | +108.8% |
| YTD | +52.7% | -9.6% | +62.4% | +54.4% |
| 1Y | +51.7% | +2.9% | +48.8% | +45.0% |
| 3Y | +14.2% | +86.9% | -72.7% | -17.6% |
| 5Y | +270.7% | +115.2% | +155.5% | +142.3% |
| All | +351.7% | +273.8% | +77.9% | +114.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling