+141.4%
XLC vs ELF
+432.7%
-291.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | +0.2% |
| 7D | +0.6% | -1.2% | +1.7% | +0.7% |
| 30D | +0.2% | +5.9% | -5.7% | -0.6% |
| 3M | +0.6% | +99.5% | -98.9% | -8.6% |
| 6M | -4.5% | +26.5% | -31.0% | -8.4% |
| YTD | -4.7% | +37.2% | -41.9% | -10.1% |
| 1Y | -1.7% | -24.4% | +22.8% | -0.9% |
| 3Y | +72.3% | -23.3% | +95.6% | +61.4% |
| 5Y | +37.8% | +245.2% | -207.4% | -6.1% |
| All | +141.4% | +432.7% | -291.4% | +41.9% |
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