+162.6%
XLB vs ELF
+317.0%
-154.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -0.6% |
| 7D | -2.9% | -6.8% | +3.8% | -2.2% |
| 30D | -3.4% | +5.1% | -8.4% | -4.0% |
| 3M | +1.6% | +79.8% | -78.2% | -5.5% |
| 6M | +3.6% | +29.7% | -26.1% | -0.4% |
| YTD | +14.2% | +31.6% | -17.4% | +9.1% |
| 1Y | +15.6% | -27.9% | +43.5% | +17.1% |
| 3Y | +33.1% | -26.4% | +59.5% | +26.6% |
| 5Y | +35.0% | +235.6% | -200.6% | -1.9% |
| All | +162.6% | +317.0% | -154.4% | +67.5% |
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