+162.6%
XLE vs ELF
+342.6%
-180.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.7% | -0.7% |
| 7D | -12.0% | +4.0% | -16.0% | -12.4% |
| 30D | -2.7% | +10.6% | -13.3% | -3.9% |
| 3M | +6.6% | +25.8% | -19.2% | +3.5% |
| 6M | +9.5% | +89.1% | -79.5% | +0.6% |
| YTD | +40.6% | +52.7% | -12.2% | +31.2% |
| 1Y | +43.6% | +51.7% | -8.1% | +33.9% |
| 3Y | +58.1% | +14.2% | +43.9% | +38.9% |
| 5Y | +152.2% | +270.7% | -118.5% | +66.8% |
| All | +162.6% | +342.6% | -180.0% | +46.4% |
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