+247.0%
XLI vs ELF
+299.0%
-52.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | -0.2% |
| 7D | -2.3% | -10.8% | +8.5% | -0.9% |
| 30D | -8.2% | +0.8% | -9.0% | -8.4% |
| 3M | +0.8% | +64.8% | -64.0% | -5.9% |
| 6M | +0.8% | +19.0% | -18.1% | -2.3% |
| YTD | +10.5% | +25.9% | -15.4% | +5.7% |
| 1Y | +14.1% | -28.8% | +42.9% | +15.8% |
| 3Y | +68.6% | -29.6% | +98.2% | +60.7% |
| 5Y | +80.4% | +216.2% | -135.9% | +29.6% |
| All | +247.0% | +299.0% | -52.0% | +115.8% |
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