+122.8%
XLP vs ELF
+357.7%
-234.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.6% | -0.5% |
| 7D | +3.5% | -2.7% | +6.2% | +3.7% |
| 30D | +11.6% | +6.9% | +4.7% | +11.0% |
| 3M | +7.6% | +27.2% | -19.5% | +5.8% |
| 6M | +10.0% | +84.9% | -74.8% | +5.2% |
| YTD | +19.7% | +44.5% | -24.7% | +15.9% |
| 1Y | +23.5% | -6.8% | +30.2% | +22.3% |
| 3Y | +44.0% | +14.2% | +29.7% | +34.7% |
| 5Y | +42.7% | +250.6% | -207.9% | +17.0% |
| 10Y | +131.3% | +318.0% | -186.7% | +75.1% |
| All | +122.8% | +357.7% | -234.9% | +68.7% |
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 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