+64.9%
XLC vs ELF
+22.3%
+42.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.8% | -0.3% | +2.3% |
| 7D | +7.1% | +7.8% | -0.8% | +6.5% |
| 30D | -2.7% | +9.3% | -12.0% | -3.4% |
| 3M | -3.2% | +21.2% | -24.4% | -4.6% |
| 6M | -7.7% | +96.1% | -103.8% | -12.3% |
| YTD | -8.0% | +57.0% | -64.9% | -11.7% |
| 1Y | -3.1% | +61.9% | -64.9% | -7.2% |
| 3Y | +64.9% | +20.0% | +44.9% | +53.9% |
| All | +64.9% | +22.3% | +42.6% | +53.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling