+42.0%
XLP vs ELF
+266.1%
-224.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.7% | -7.0% | -1.5% |
| 7D | +0.7% | +4.0% | -3.2% | +0.5% |
| 30D | +10.3% | +10.6% | -0.3% | +9.7% |
| 3M | +6.5% | +25.8% | -19.3% | +5.3% |
| 6M | +8.4% | +89.1% | -80.7% | +4.9% |
| YTD | +18.2% | +52.7% | -34.5% | +15.2% |
| 1Y | +22.4% | +51.7% | -29.3% | +19.3% |
| 3Y | +41.9% | +14.2% | +27.7% | +32.6% |
| All | +42.0% | +266.1% | -224.1% | +3.7% |
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