+256.6%
XLI vs ELF
+357.0%
-100.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.1% |
| 7D | -1.1% | +5.4% | -6.4% | -1.7% |
| 30D | -5.9% | +27.0% | -32.9% | -8.9% |
| 3M | -0.3% | +113.2% | -113.5% | -9.9% |
| 6M | +0.1% | +36.6% | -36.4% | -4.7% |
| YTD | +13.6% | +44.2% | -30.6% | +6.8% |
| 1Y | +17.2% | -18.0% | +35.2% | +16.8% |
| 3Y | +68.2% | -19.9% | +88.1% | +57.8% |
| 5Y | +80.7% | +257.7% | -177.0% | +27.9% |
| All | +256.6% | +357.0% | -100.4% | +118.1% |
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 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