+249.6%
XLF vs ELF
+299.0%
-49.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | +0.2% |
| 7D | -2.9% | -10.8% | +8.0% | -1.5% |
| 30D | -1.6% | +0.8% | -2.4% | -1.8% |
| 3M | +9.3% | +64.8% | -55.5% | +2.1% |
| 6M | +14.6% | +19.0% | -4.4% | +11.0% |
| YTD | +4.7% | +25.9% | -21.2% | +0.2% |
| 1Y | +8.6% | -28.8% | +37.4% | +10.2% |
| 3Y | +73.9% | -29.6% | +103.5% | +65.1% |
| 5Y | +65.0% | +216.2% | -151.2% | +15.4% |
| All | +249.6% | +299.0% | -49.4% | +112.9% |
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