+58.1%
XLE vs ELF
+18.9%
+39.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.7% | -0.1% |
| 7D | -12.0% | +4.0% | -16.0% | -12.1% |
| 30D | -2.7% | +10.6% | -13.3% | -3.0% |
| 3M | +6.6% | +25.8% | -19.2% | +5.9% |
| 6M | +9.5% | +89.1% | -79.5% | +7.5% |
| YTD | +40.6% | +52.7% | -12.2% | +38.6% |
| 1Y | +43.6% | +51.7% | -8.1% | +41.5% |
| 3Y | +58.1% | +14.2% | +43.9% | +46.5% |
| All | +58.1% | +18.9% | +39.2% | +46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling