+167.9%
XLB vs ELF
+357.0%
-189.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.6% |
| 7D | -1.4% | +5.4% | -6.7% | -2.0% |
| 30D | -0.4% | +27.0% | -27.4% | -3.2% |
| 3M | +2.0% | +113.2% | -111.2% | -7.1% |
| 6M | +1.8% | +36.6% | -34.7% | -2.7% |
| YTD | +16.6% | +44.2% | -27.6% | +10.2% |
| 1Y | +16.9% | -18.0% | +34.9% | +16.7% |
| 3Y | +32.6% | -19.9% | +52.5% | +24.9% |
| 5Y | +35.6% | +257.7% | -222.1% | -2.1% |
| All | +167.9% | +357.0% | -189.0% | +69.2% |
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