+45.4%
ELF vs XME
-2.2%
+47.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.4% | +2.4% | +4.9% |
| 7D | +4.0% | -4.5% | +8.5% | +5.1% |
| 30D | +10.6% | -10.9% | +21.4% | +13.6% |
| 3M | +25.8% | -15.3% | +41.1% | +31.0% |
| 6M | +89.1% | -24.6% | +113.7% | +101.3% |
| YTD | +52.7% | -9.6% | +62.4% | +44.4% |
| All | +45.4% | -2.2% | +47.6% | +26.1% |
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 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