+80.9%
XLI vs ELF
+230.6%
-149.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.5% | -1.1% |
| 7D | -0.6% | -6.8% | +6.2% | +0.1% |
| 30D | -6.9% | +5.1% | -12.0% | -7.5% |
| 3M | -1.9% | +79.8% | -81.7% | -8.1% |
| 6M | +1.0% | +29.7% | -28.7% | -2.4% |
| YTD | +11.3% | +31.6% | -20.3% | +6.9% |
| 1Y | +15.8% | -27.9% | +43.7% | +17.2% |
| 3Y | +69.8% | -26.4% | +96.2% | +60.3% |
| 5Y | +80.9% | +235.6% | -154.7% | +11.1% |
| All | +80.9% | +230.6% | -149.7% | +11.1% |
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