+21.3%
ELF vs XME
+93.2%
-71.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.6% | +5.5% | +4.5% |
| 7D | +1.6% | +0.3% | +1.3% | +1.4% |
| 30D | +9.1% | -6.1% | +15.2% | +11.5% |
| 3M | +28.2% | -18.6% | +46.8% | +37.7% |
| 6M | +119.5% | -23.9% | +143.4% | +139.9% |
| YTD | +55.2% | -9.3% | +64.5% | +54.5% |
| 1Y | +58.6% | +1.8% | +56.8% | +49.3% |
| 3Y | +21.3% | +93.0% | -71.7% | -27.7% |
| All | +21.3% | +93.2% | -71.9% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling