+218.0%
XLE vs ELF
+259.0%
-41.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -0.9% |
| 7D | +2.2% | +5.4% | -3.1% | +2.0% |
| 30D | +11.8% | +27.0% | -15.2% | +10.8% |
| 3M | +9.8% | +113.2% | -103.4% | +6.6% |
| 6M | +15.6% | +36.6% | -21.0% | +14.2% |
| YTD | +45.3% | +44.2% | +1.0% | +42.7% |
| 1Y | +48.3% | -18.0% | +66.3% | +49.2% |
| 3Y | +55.4% | -19.9% | +75.4% | +49.5% |
| All | +218.0% | +259.0% | -41.0% | +162.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling