+164.7%
XLB vs ELF
+316.3%
-151.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.2% | +2.9% | -0.8% |
| 7D | 0.0% | +3.4% | -3.3% | -0.4% |
| 30D | +5.3% | +5.0% | +0.3% | +4.6% |
| 3M | 0.0% | +22.6% | -22.6% | -2.5% |
| 6M | +1.2% | +104.0% | -102.7% | -7.6% |
| YTD | +16.9% | +49.3% | -32.4% | +9.8% |
| 1Y | +20.9% | +46.0% | -25.1% | +13.7% |
| 3Y | +43.3% | +19.4% | +23.9% | +27.5% |
| 5Y | +28.3% | +262.0% | -233.7% | -8.0% |
| All | +164.7% | +316.3% | -151.6% | +66.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling