+35.9%
XOP vs ELF
-23.6%
+59.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.9% | +6.6% | +1.9% |
| 7D | +0.6% | -1.2% | +1.8% | +0.7% |
| 30D | +16.5% | +5.9% | +10.6% | +16.1% |
| 3M | +15.7% | +99.5% | -83.8% | +10.9% |
| 6M | +19.2% | +26.5% | -7.3% | +17.6% |
| YTD | +55.0% | +37.2% | +17.8% | +51.2% |
| 1Y | +54.2% | -24.4% | +78.6% | +56.7% |
| 3Y | +35.9% | -23.3% | +59.2% | +29.1% |
| All | +35.9% | -23.6% | +59.5% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling