-3.7%
XLC vs ELF
+56.1%
-59.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.4% |
| 7D | +6.2% | +6.3% | -0.1% | +5.7% |
| 30D | -2.4% | +8.5% | -10.9% | -3.0% |
| 3M | -3.3% | +24.4% | -27.8% | -5.1% |
| 6M | -7.3% | +94.7% | -102.0% | -12.5% |
| YTD | -7.6% | +55.9% | -63.5% | -12.1% |
| 1Y | -3.7% | +48.4% | -52.1% | -8.0% |
| All | -3.7% | +56.1% | -59.8% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling