+42.7%
XLP vs ELF
+259.2%
-216.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.6% | -0.6% |
| 7D | +3.5% | -2.7% | +6.2% | +3.6% |
| 30D | +11.6% | +6.9% | +4.7% | +11.2% |
| 3M | +7.6% | +27.2% | -19.5% | +6.3% |
| 6M | +10.0% | +84.9% | -74.8% | +6.6% |
| YTD | +19.7% | +44.5% | -24.7% | +17.0% |
| 1Y | +23.5% | -6.8% | +30.2% | +22.6% |
| 3Y | +44.0% | +14.2% | +29.7% | +34.1% |
| 5Y | +42.7% | +250.6% | -207.9% | +4.8% |
| All | +42.7% | +259.2% | -216.5% | +4.8% |
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