+138.6%
XBI vs ELF
+334.6%
-196.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.9% | +3.7% | -0.4% |
| 7D | -0.9% | -1.2% | +0.3% | -0.7% |
| 30D | +2.9% | +5.9% | -3.0% | +1.9% |
| 3M | +26.2% | +99.5% | -73.3% | +12.5% |
| 6M | +30.7% | +26.5% | +4.2% | +24.5% |
| YTD | +32.9% | +37.2% | -4.2% | +24.3% |
| 1Y | +72.3% | -24.4% | +96.7% | +73.8% |
| 3Y | +107.2% | -23.3% | +130.5% | +93.9% |
| 5Y | +23.2% | +245.2% | -222.0% | -17.1% |
| All | +138.6% | +334.6% | -196.1% | +40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling