+30.8%
XLV vs ELF
-29.5%
+60.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.2% |
| 7D | -3.6% | -11.6% | +8.1% | -3.1% |
| 30D | -1.8% | +4.6% | -6.5% | -2.0% |
| 3M | +7.8% | +59.7% | -51.9% | +5.6% |
| 6M | +9.1% | +21.2% | -12.1% | +7.9% |
| YTD | +7.7% | +27.4% | -19.7% | +6.2% |
| 1Y | +20.4% | -29.8% | +50.2% | +20.8% |
| 3Y | +30.8% | -28.5% | +59.2% | +26.7% |
| All | +30.8% | -29.5% | +60.2% | +26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling