+138.0%
XEL vs ELF
+357.0%
-219.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -0.9% |
| 7D | -1.0% | +5.4% | -6.3% | -1.1% |
| 30D | -1.9% | +27.0% | -28.9% | -2.7% |
| 3M | -1.9% | +113.2% | -115.1% | -4.5% |
| 6M | -7.4% | +36.6% | -44.0% | -8.6% |
| YTD | +4.1% | +44.2% | -40.2% | +2.3% |
| 1Y | +8.0% | -18.0% | +26.0% | +8.0% |
| 3Y | +48.4% | -19.9% | +68.3% | +44.9% |
| 5Y | +27.2% | +257.7% | -230.5% | +10.3% |
| All | +138.0% | +357.0% | -219.0% | +91.9% |
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