+178.9%
XLE vs ELF
+357.0%
-178.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.1% |
| 7D | +2.2% | +5.4% | -3.1% | +1.6% |
| 30D | +11.8% | +27.0% | -15.2% | +8.5% |
| 3M | +9.8% | +113.2% | -103.4% | -0.2% |
| 6M | +15.6% | +36.6% | -21.0% | +10.2% |
| YTD | +45.3% | +44.2% | +1.0% | +36.7% |
| 1Y | +48.3% | -18.0% | +66.3% | +48.0% |
| 3Y | +55.4% | -19.9% | +75.4% | +44.5% |
| 5Y | +216.1% | +257.7% | -41.6% | +109.4% |
| All | +178.9% | +357.0% | -178.1% | +54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling