+171.3%
XLB vs ELF
+393.8%
-222.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | +0.5% | +6.3% | -5.8% | -0.2% |
| 30D | +6.9% | +8.5% | -1.6% | +5.9% |
| 3M | -0.2% | +24.4% | -24.6% | -2.8% |
| 6M | +3.3% | +94.7% | -91.4% | -5.1% |
| YTD | +18.0% | +55.9% | -37.8% | +10.4% |
| 1Y | +24.2% | +48.4% | -24.2% | +16.7% |
| 3Y | +44.7% | +24.6% | +20.1% | +28.3% |
| 5Y | +31.6% | +285.0% | -253.4% | -5.8% |
| 10Y | +164.2% | +357.2% | -193.0% | +65.2% |
| All | +171.3% | +393.8% | -222.5% | +69.6% |
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