+19.9%
XBI vs ELF
+217.5%
-197.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.6% |
| 7D | -4.6% | -11.6% | +7.0% | -2.7% |
| 30D | -2.0% | +4.6% | -6.6% | -2.8% |
| 3M | +17.8% | +59.7% | -41.9% | +8.6% |
| 6M | +23.7% | +21.2% | +2.5% | +18.6% |
| YTD | +28.2% | +27.4% | +0.8% | +21.1% |
| 1Y | +64.0% | -29.8% | +93.8% | +67.7% |
| 3Y | +99.4% | -28.5% | +127.9% | +83.5% |
| All | +19.9% | +217.5% | -197.6% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 5y: compounded portfolio wealth divided by compounded ELF 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…
5y analysis · Full analysis span regression · 6 months rolling