+767.6%
XLK vs ELF
+334.6%
+433.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.9% | +5.2% | +1.1% |
| 7D | +2.3% | -1.2% | +3.5% | +2.5% |
| 30D | -0.1% | +5.9% | -6.0% | -1.1% |
| 3M | +2.1% | +99.5% | -97.4% | -8.9% |
| 6M | +37.2% | +26.5% | +10.6% | +30.6% |
| YTD | +30.8% | +37.2% | -6.4% | +22.1% |
| 1Y | +42.6% | -24.4% | +67.0% | +44.1% |
| 3Y | +121.8% | -23.3% | +145.1% | +108.2% |
| 5Y | +145.7% | +245.2% | -99.5% | +70.0% |
| All | +767.6% | +334.6% | +433.0% | +420.9% |
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