+182.0%
XLE vs ELF
+334.6%
-152.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.9% | +6.0% | +1.7% |
| 7D | 0.0% | -1.2% | +1.2% | +0.1% |
| 30D | +12.6% | +5.9% | +6.7% | +11.7% |
| 3M | +11.8% | +99.5% | -87.7% | +2.4% |
| 6M | +16.1% | +26.5% | -10.5% | +11.7% |
| YTD | +46.9% | +37.2% | +9.7% | +39.0% |
| 1Y | +53.3% | -24.4% | +77.7% | +54.4% |
| 3Y | +54.9% | -23.3% | +78.2% | +44.7% |
| 5Y | +225.7% | +245.2% | -19.5% | +116.3% |
| All | +182.0% | +334.6% | -152.7% | +57.2% |
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 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