+257.2%
XOM vs ELF
+217.5%
+39.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.5% |
| 7D | +4.1% | -11.6% | +15.7% | +4.1% |
| 30D | +4.6% | +4.6% | -0.1% | +4.6% |
| 3M | +14.0% | +59.7% | -45.7% | +13.7% |
| 6M | +11.0% | +21.2% | -10.2% | +11.1% |
| YTD | +40.7% | +27.4% | +13.3% | +40.5% |
| 1Y | +52.3% | -29.8% | +82.1% | +53.7% |
| 3Y | +60.5% | -28.5% | +88.9% | +57.1% |
| All | +257.2% | +217.5% | +39.7% | +232.4% |
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 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