+36.5%
XLB vs ELF
+239.6%
-203.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.9% | +3.9% | -0.5% |
| 7D | -0.2% | -1.2% | +0.9% | -0.1% |
| 30D | -1.7% | +5.9% | -7.6% | -2.3% |
| 3M | +4.4% | +99.5% | -95.2% | -2.6% |
| 6M | +5.0% | +26.5% | -21.5% | +2.0% |
| YTD | +15.5% | +37.2% | -21.7% | +10.9% |
| 1Y | +14.9% | -24.4% | +39.3% | +15.8% |
| 3Y | +34.5% | -23.3% | +57.9% | +26.7% |
| 5Y | +36.5% | +245.2% | -208.6% | -16.8% |
| All | +36.5% | +239.6% | -203.0% | -16.8% |
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