+105.2%
XLP vs ELF
+357.0%
-251.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -0.9% |
| 7D | -1.0% | +5.4% | -6.4% | -1.4% |
| 30D | -0.9% | +27.0% | -27.9% | -2.5% |
| 3M | +3.8% | +113.2% | -109.4% | -1.5% |
| 6M | -1.7% | +36.6% | -38.3% | -4.2% |
| YTD | +10.3% | +44.2% | -34.0% | +6.8% |
| 1Y | +7.8% | -18.0% | +25.8% | +7.6% |
| 3Y | +27.2% | -19.9% | +47.1% | +22.8% |
| 5Y | +32.5% | +257.7% | -225.2% | +8.4% |
| All | +105.2% | +357.0% | -251.8% | +55.5% |
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 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