+148.7%
XLK vs ELF
+217.5%
-68.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.1% |
| 7D | +0.2% | -11.6% | +11.8% | +2.1% |
| 30D | -0.6% | +4.6% | -5.3% | -1.5% |
| 3M | +2.6% | +59.7% | -57.2% | -5.4% |
| 6M | +34.0% | +21.2% | +12.8% | +28.4% |
| YTD | +30.7% | +27.4% | +3.2% | +23.2% |
| 1Y | +39.2% | -29.8% | +69.0% | +42.8% |
| 3Y | +120.4% | -28.5% | +148.9% | +104.6% |
| All | +148.7% | +217.5% | -68.8% | +23.3% |
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