+357.2%
ELF vs XME
+270.2%
+87.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.1% |
| 7D | +6.3% | -0.2% | +6.5% | +6.3% |
| 30D | +8.5% | -9.2% | +17.7% | +12.6% |
| 3M | +24.4% | -17.8% | +42.2% | +34.2% |
| 6M | +94.7% | -20.0% | +114.7% | +109.9% |
| YTD | +55.9% | -6.6% | +62.4% | +55.4% |
| 1Y | +48.4% | +1.8% | +46.7% | +42.6% |
| 3Y | +24.6% | +98.7% | -74.1% | -12.4% |
| 5Y | +285.0% | +123.9% | +161.1% | +147.6% |
| 10Y | +357.2% | +277.9% | +79.3% | +115.8% |
| All | +357.2% | +270.2% | +87.0% | +115.8% |
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