+1.5%
XRT vs ELF
-17.5%
+19.1%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.7% |
| 7D | +0.8% | +5.4% | -4.5% | 0.0% |
| 30D | -4.2% | +27.0% | -31.2% | -7.5% |
| 3M | +5.1% | +113.2% | -108.1% | -6.0% |
| 6M | +2.4% | +36.6% | -34.2% | -3.3% |
| YTD | +3.2% | +44.2% | -41.0% | -3.5% |
| 1Y | +1.5% | -18.0% | +19.5% | +0.5% |
| All | +1.5% | -17.5% | +19.1% | +0.5% |
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