+124.6%
XLP vs ELF
+337.1%
-212.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.7% | -7.0% | -1.7% |
| 7D | +0.7% | +4.0% | -3.2% | +0.5% |
| 30D | +10.3% | +10.6% | -0.3% | +9.5% |
| 3M | +6.5% | +25.8% | -19.3% | +4.8% |
| 6M | +8.4% | +89.1% | -80.7% | +3.5% |
| YTD | +18.2% | +52.7% | -34.5% | +14.0% |
| 1Y | +22.4% | +51.7% | -29.3% | +18.0% |
| 3Y | +41.9% | +14.2% | +27.7% | +32.9% |
| 5Y | +40.9% | +270.7% | -229.8% | +14.9% |
| All | +124.6% | +337.1% | -212.5% | +69.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling