+35.5%
XLV vs ELF
+217.5%
-182.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.3% |
| 7D | -3.6% | -11.6% | +8.1% | -2.8% |
| 30D | -1.8% | +4.6% | -6.5% | -2.1% |
| 3M | +7.8% | +59.7% | -51.9% | +4.6% |
| 6M | +9.1% | +21.2% | -12.1% | +7.4% |
| YTD | +7.7% | +27.4% | -19.7% | +5.4% |
| 1Y | +20.4% | -29.8% | +50.2% | +21.4% |
| 3Y | +30.8% | -28.5% | +59.2% | +26.4% |
| All | +35.5% | +217.5% | -182.1% | -2.1% |
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