+47.6%
XOP vs ELF
-17.5%
+65.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -0.8% |
| 7D | +2.6% | +5.4% | -2.8% | +2.8% |
| 30D | +15.4% | +27.0% | -11.5% | +16.5% |
| 3M | +12.1% | +113.2% | -101.1% | +14.6% |
| 6M | +19.7% | +36.6% | -16.9% | +22.9% |
| YTD | +52.4% | +44.2% | +8.2% | +55.7% |
| 1Y | +47.6% | -18.0% | +65.5% | +54.0% |
| All | +47.6% | -17.5% | +65.1% | +54.0% |
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