+44.8%
XLP vs ELF
+24.2%
+20.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.9% | -2.5% | +1.3% |
| 7D | +2.5% | +1.6% | +0.9% | +2.5% |
| 30D | +7.3% | +9.1% | -1.8% | +7.0% |
| 3M | +8.1% | +28.2% | -20.1% | +7.4% |
| 6M | +10.5% | +119.5% | -109.1% | +8.2% |
| YTD | +21.2% | +55.2% | -34.0% | +19.4% |
| 1Y | +22.7% | +58.6% | -35.9% | +20.9% |
| 3Y | +44.8% | +21.3% | +23.5% | +31.5% |
| All | +44.8% | +24.2% | +20.6% | +31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling