+244.3%
XLI vs ELF
+391.6%
-147.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -0.9% |
| 7D | +3.8% | +1.6% | +2.2% | +3.5% |
| 30D | +1.0% | +9.1% | -8.1% | -0.1% |
| 3M | -8.9% | +28.2% | -37.1% | -11.9% |
| 6M | -2.3% | +119.5% | -121.8% | -12.3% |
| YTD | +9.7% | +55.2% | -45.5% | +2.0% |
| 1Y | +12.3% | +58.6% | -46.3% | +4.0% |
| 3Y | +71.5% | +21.3% | +50.2% | +51.4% |
| 5Y | +70.2% | +276.2% | -206.0% | +19.8% |
| 10Y | +227.5% | +337.0% | -109.5% | +98.5% |
| All | +244.3% | +391.6% | -147.3% | +108.4% |
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 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