+129.2%
XLU vs ELF
+317.0%
-187.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -0.9% |
| 7D | +0.6% | -6.8% | +7.4% | +1.0% |
| 30D | -0.4% | +5.1% | -5.5% | -0.8% |
| 3M | -1.7% | +79.8% | -81.5% | -5.4% |
| 6M | -7.1% | +29.7% | -36.8% | -9.0% |
| YTD | +1.9% | +31.6% | -29.7% | -0.5% |
| 1Y | +6.1% | -27.9% | +34.0% | +6.8% |
| 3Y | +48.8% | -26.4% | +75.2% | +44.5% |
| 5Y | +43.8% | +235.6% | -191.8% | +19.7% |
| All | +129.2% | +317.0% | -187.8% | +75.8% |
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 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