+133.2%
XRT vs ELF
+332.6%
-199.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.9% | -3.5% | -0.3% |
| 7D | +1.7% | +1.6% | +0.1% | +1.4% |
| 30D | +7.5% | +9.1% | -1.6% | +5.7% |
| 3M | +2.2% | +28.2% | -26.0% | -2.7% |
| 6M | +14.7% | +119.5% | -104.9% | -2.0% |
| YTD | +7.5% | +55.2% | -47.7% | -3.1% |
| 1Y | +14.1% | +58.6% | -44.5% | +2.3% |
| 3Y | +58.8% | +21.3% | +37.5% | +35.2% |
| 5Y | -3.9% | +276.2% | -280.1% | -39.1% |
| All | +133.2% | +332.6% | -199.4% | +29.3% |
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