-24.4%
ELF vs XME
+42.7%
-67.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.1% | -6.0% | -5.2% |
| 7D | -1.2% | +3.6% | -4.8% | -2.0% |
| 30D | +5.9% | +3.6% | +2.3% | +4.9% |
| 3M | +99.5% | +1.2% | +98.3% | +98.3% |
| 6M | +26.5% | +9.0% | +17.5% | +21.6% |
| YTD | +37.2% | +15.9% | +21.3% | +26.6% |
| 1Y | -24.4% | +43.2% | -67.6% | -45.8% |
| All | -24.4% | +42.7% | -67.1% | -45.8% |
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 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