+212.7%
XLY vs ELF
+303.8%
-91.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.7% |
| 7D | -1.7% | -11.6% | +9.9% | +0.2% |
| 30D | -4.2% | +4.6% | -8.8% | -5.0% |
| 3M | -2.7% | +59.7% | -62.4% | -10.1% |
| 6M | -0.6% | +21.2% | -21.9% | -4.7% |
| YTD | -5.0% | +27.4% | -32.5% | -10.2% |
| 1Y | -4.1% | -29.8% | +25.7% | -2.0% |
| 3Y | +33.6% | -28.5% | +62.1% | +26.5% |
| 5Y | +28.7% | +220.0% | -191.3% | -11.0% |
| All | +212.7% | +303.8% | -91.1% | +88.3% |
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