+30.5%
XEL vs ELF
+217.8%
-187.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | -1.0% |
| 7D | -1.2% | -10.8% | +9.6% | -1.2% |
| 30D | -2.9% | +0.8% | -3.7% | -2.9% |
| 3M | -2.7% | +64.8% | -67.5% | -2.9% |
| 6M | -6.5% | +19.0% | -25.5% | -6.6% |
| YTD | +3.6% | +25.9% | -22.3% | +3.5% |
| 1Y | +7.5% | -28.8% | +36.3% | +7.6% |
| 3Y | +46.3% | -29.6% | +75.9% | +43.5% |
| 5Y | +30.5% | +216.2% | -185.7% | +13.6% |
| All | +30.5% | +217.8% | -187.3% | +13.6% |
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