+6.7%
XEL vs ELF
-29.1%
+35.8%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | -1.1% |
| 7D | -1.2% | -10.8% | +9.6% | -1.3% |
| 30D | -2.9% | +0.8% | -3.7% | -2.9% |
| 3M | -2.7% | +64.8% | -67.5% | -2.3% |
| 6M | -6.5% | +19.0% | -25.5% | -6.2% |
| YTD | +3.6% | +25.9% | -22.3% | +3.8% |
| All | +6.7% | -29.1% | +35.8% | +6.4% |
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 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