+173.9%
XLE vs ELF
+335.0%
-161.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -0.2% | +4.3% | -4.5% | -0.7% |
| 30D | -4.0% | +7.7% | -11.7% | -4.9% |
| 3M | +4.6% | +24.7% | -20.1% | +1.7% |
| 6M | +12.3% | +114.6% | -102.3% | +1.7% |
| YTD | +44.5% | +55.8% | -11.2% | +34.6% |
| 1Y | +42.4% | +51.9% | -9.5% | +32.9% |
| 3Y | +67.0% | +24.6% | +42.5% | +44.7% |
| 5Y | +161.9% | +279.2% | -117.3% | +72.5% |
| 10Y | +173.9% | +338.7% | -164.9% | +51.9% |
| All | +173.9% | +335.0% | -161.2% | +51.9% |
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