+8.0%
XEL vs ELF
-17.5%
+25.6%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -0.8% |
| 7D | -1.0% | +5.4% | -6.3% | -0.9% |
| 30D | -1.9% | +27.0% | -28.9% | -1.7% |
| 3M | -1.9% | +113.2% | -115.1% | -1.2% |
| 6M | -7.4% | +36.6% | -44.0% | -7.0% |
| YTD | +4.1% | +44.2% | -40.2% | +4.4% |
| 1Y | +8.0% | -18.0% | +26.0% | +8.7% |
| All | +8.0% | -17.5% | +25.6% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling