+46.0%
XOM vs ELF
-17.5%
+63.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -1.6% |
| 7D | +1.8% | +5.4% | -3.6% | +2.1% |
| 30D | +5.9% | +27.0% | -21.1% | +7.4% |
| 3M | +5.6% | +113.2% | -107.6% | +10.3% |
| 6M | +7.9% | +36.6% | -28.7% | +11.5% |
| YTD | +35.2% | +44.2% | -9.1% | +39.4% |
| 1Y | +46.0% | -18.0% | +64.0% | +51.4% |
| All | +46.0% | -17.5% | +63.5% | +51.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling