+126.3%
XRT vs ELF
+334.6%
-208.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.9% | +2.7% | -1.3% |
| 7D | -0.3% | -1.2% | +0.9% | 0.0% |
| 30D | -5.6% | +5.9% | -11.5% | -6.8% |
| 3M | +2.5% | +99.5% | -97.0% | -10.4% |
| 6M | +3.7% | +26.5% | -22.9% | -2.1% |
| YTD | +1.0% | +37.2% | -36.2% | -6.7% |
| 1Y | -1.2% | -24.4% | +23.2% | +0.1% |
| 3Y | +43.4% | -23.3% | +66.7% | +33.6% |
| 5Y | -0.7% | +245.2% | -245.9% | -35.7% |
| All | +126.3% | +334.6% | -208.3% | +27.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling