+37.8%
XLC vs ELF
+239.6%
-201.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | +0.1% |
| 7D | +0.6% | -1.2% | +1.7% | +0.7% |
| 30D | +0.2% | +5.9% | -5.7% | -0.5% |
| 3M | +0.6% | +99.5% | -98.9% | -7.5% |
| 6M | -4.5% | +26.5% | -31.0% | -7.9% |
| YTD | -4.7% | +37.2% | -41.9% | -9.4% |
| 1Y | -1.7% | -24.4% | +22.8% | -0.8% |
| 3Y | +72.3% | -23.3% | +95.6% | +59.5% |
| 5Y | +37.8% | +245.2% | -207.4% | -28.2% |
| All | +37.8% | +239.6% | -201.8% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling