+301.7%
ELF vs XME
+260.6%
+41.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.6% | +5.5% | +4.6% |
| 7D | +1.6% | +0.3% | +1.3% | +1.4% |
| 30D | +9.1% | -6.1% | +15.2% | +11.8% |
| 3M | +28.2% | -18.6% | +46.8% | +38.8% |
| 6M | +119.5% | -23.9% | +143.4% | +141.8% |
| YTD | +55.2% | -9.3% | +64.5% | +56.6% |
| 1Y | +58.6% | +1.8% | +56.8% | +52.3% |
| 3Y | +21.3% | +93.0% | -71.7% | -13.5% |
| 5Y | +276.2% | +107.0% | +169.2% | +151.3% |
| All | +301.7% | +260.6% | +41.1% | +98.4% |
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