+158.6%
XEL vs ELF
+391.6%
-233.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.8% | 0.0% |
| 7D | +2.4% | +1.6% | +0.9% | +2.4% |
| 30D | +8.3% | +9.1% | -0.8% | +8.0% |
| 3M | +4.2% | +28.2% | -24.0% | +3.2% |
| 6M | +3.7% | +119.5% | -115.8% | +0.8% |
| YTD | +13.1% | +55.2% | -42.1% | +10.9% |
| 1Y | +5.0% | +58.6% | -53.6% | +2.8% |
| 3Y | +55.0% | +21.3% | +33.7% | +47.9% |
| 5Y | +51.8% | +276.2% | -224.4% | +31.5% |
| 10Y | +185.6% | +337.0% | -151.4% | +130.0% |
| All | +158.6% | +391.6% | -233.0% | +107.9% |
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