+166.7%
XLB vs ELF
+383.9%
-217.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.7% | -6.5% | -1.4% |
| 7D | -1.5% | +4.0% | -5.5% | -2.0% |
| 30D | +6.1% | +10.6% | -4.5% | +4.8% |
| 3M | 0.0% | +25.8% | -25.8% | -2.8% |
| 6M | 0.0% | +89.1% | -89.1% | -7.9% |
| YTD | +16.0% | +52.7% | -36.7% | +8.8% |
| 1Y | +24.7% | +51.7% | -27.0% | +16.8% |
| 3Y | +40.4% | +14.2% | +26.1% | +26.0% |
| 5Y | +30.7% | +270.7% | -240.0% | -6.0% |
| 10Y | +173.3% | +341.9% | -168.7% | +71.3% |
| All | +166.7% | +383.9% | -217.3% | +67.1% |
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