+194.0%
XOM vs ELF
+357.0%
-162.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -1.9% |
| 7D | +1.8% | +5.4% | -3.6% | +1.3% |
| 30D | +5.9% | +27.0% | -21.1% | +3.7% |
| 3M | +5.6% | +113.2% | -107.6% | -1.3% |
| 6M | +7.9% | +36.6% | -28.7% | +4.4% |
| YTD | +35.2% | +44.2% | -9.1% | +29.5% |
| 1Y | +46.0% | -18.0% | +64.0% | +46.0% |
| 3Y | +55.0% | -19.9% | +75.0% | +46.8% |
| 5Y | +246.3% | +257.7% | -11.4% | +151.2% |
| All | +194.0% | +357.0% | -162.9% | +84.8% |
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