+142.5%
XLC vs ELF
+460.1%
-317.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.5% |
| 7D | -0.8% | +5.4% | -6.2% | -1.6% |
| 30D | +1.0% | +27.0% | -25.9% | -2.3% |
| 3M | -0.7% | +113.2% | -113.9% | -10.6% |
| 6M | -5.1% | +36.6% | -41.7% | -9.9% |
| YTD | -4.3% | +44.2% | -48.5% | -10.3% |
| 1Y | -0.6% | -18.0% | +17.4% | -0.9% |
| 3Y | +72.7% | -19.9% | +92.6% | +60.9% |
| 5Y | +38.0% | +257.7% | -219.7% | -6.3% |
| All | +142.5% | +460.1% | -317.6% | +41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling