+42.9%
XOP vs ELF
+53.2%
-10.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.9% | -3.0% | +1.2% |
| 7D | +6.3% | +1.6% | +4.8% | +6.5% |
| 30D | -6.6% | +9.1% | -15.7% | -6.0% |
| 3M | +3.6% | +28.2% | -24.6% | +5.2% |
| 6M | +10.8% | +119.5% | -108.8% | +15.0% |
| YTD | +48.3% | +55.2% | -6.9% | +50.0% |
| 1Y | +42.9% | +58.6% | -15.7% | +42.5% |
| All | +42.9% | +53.2% | -10.3% | +42.5% |
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