+136.0%
XLC vs ELF
+502.6%
-366.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.9% | -2.9% | +0.5% |
| 7D | +3.7% | +1.6% | +2.1% | +3.5% |
| 30D | -1.9% | +9.1% | -11.0% | -3.1% |
| 3M | -3.1% | +28.2% | -31.3% | -6.5% |
| 6M | -6.4% | +119.5% | -125.9% | -16.3% |
| YTD | -6.8% | +55.2% | -62.0% | -13.6% |
| 1Y | -1.7% | +58.6% | -60.3% | -9.3% |
| 3Y | +64.7% | +21.3% | +43.4% | +43.3% |
| 5Y | +41.1% | +276.2% | -235.1% | -4.8% |
| All | +136.0% | +502.6% | -366.5% | +36.3% |
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