+64.4%
XLF vs ELF
+230.6%
-166.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.6% | -0.1% |
| 7D | -1.0% | -6.8% | +5.7% | -0.4% |
| 30D | -1.3% | +5.1% | -6.4% | -1.8% |
| 3M | +9.1% | +79.8% | -70.6% | +3.1% |
| 6M | +14.4% | +29.7% | -15.4% | +10.9% |
| YTD | +5.1% | +31.6% | -26.5% | +1.5% |
| 1Y | +8.6% | -27.9% | +36.5% | +9.9% |
| 3Y | +74.4% | -26.4% | +100.9% | +64.8% |
| 5Y | +64.4% | +235.6% | -171.3% | -2.4% |
| All | +64.4% | +230.6% | -166.3% | -2.4% |
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 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