+55.1%
XOP vs ELF
+357.0%
-301.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -1.2% |
| 7D | +2.6% | +5.4% | -2.8% | +1.7% |
| 30D | +15.4% | +27.0% | -11.5% | +11.0% |
| 3M | +12.1% | +113.2% | -101.1% | -1.5% |
| 6M | +19.7% | +36.6% | -16.9% | +12.1% |
| YTD | +52.4% | +44.2% | +8.2% | +40.4% |
| 1Y | +47.6% | -18.0% | +65.5% | +46.8% |
| 3Y | +34.4% | -19.9% | +54.3% | +22.3% |
| 5Y | +154.4% | +257.7% | -103.3% | +51.4% |
| All | +55.1% | +357.0% | -301.8% | -22.8% |
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