+611.2%
ELV vs XME
+246.2%
+365.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.7% |
| 7D | -0.3% | +3.6% | -3.9% | -1.2% |
| 30D | +2.0% | +3.6% | -1.7% | +0.8% |
| 3M | -3.5% | +1.2% | -4.7% | -4.2% |
| 6M | +40.2% | +9.0% | +31.1% | +35.4% |
| YTD | +15.8% | +15.9% | -0.1% | +9.4% |
| 1Y | +33.2% | +43.2% | -10.0% | +18.3% |
| 3Y | -6.2% | +137.4% | -143.6% | -29.1% |
| 5Y | +16.4% | +185.0% | -168.6% | -18.6% |
| 10Y | +259.8% | +409.5% | -149.7% | +101.8% |
| All | +611.2% | +246.2% | +365.1% | +254.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling