+163.9%
XLE vs ELF
+357.0%
-193.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | -6.7% | +6.3% | -13.0% | -7.4% |
| 30D | -4.4% | +8.5% | -12.9% | -5.4% |
| 3M | +4.0% | +24.4% | -20.4% | +1.1% |
| 6M | +13.2% | +94.7% | -81.6% | +3.6% |
| YTD | +41.9% | +55.9% | -14.0% | +32.2% |
| 1Y | +41.6% | +48.4% | -6.8% | +32.6% |
| 3Y | +64.0% | +24.6% | +39.3% | +42.2% |
| 5Y | +158.1% | +285.0% | -126.9% | +69.6% |
| 10Y | +163.9% | +357.2% | -193.3% | +46.7% |
| All | +163.9% | +357.0% | -193.1% | +46.7% |
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