+136.8%
XRT vs ELF
+383.9%
-247.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.7% | -7.4% | -2.8% |
| 7D | +0.9% | +4.0% | -3.1% | +0.1% |
| 30D | +7.9% | +10.6% | -2.6% | +5.9% |
| 3M | -0.2% | +25.8% | -26.0% | -4.6% |
| 6M | +5.6% | +89.1% | -83.5% | -7.2% |
| YTD | +5.7% | +52.7% | -47.1% | -4.4% |
| 1Y | +14.6% | +51.7% | -37.2% | +3.5% |
| 3Y | +50.7% | +14.2% | +36.5% | +30.0% |
| 5Y | -4.8% | +270.7% | -275.5% | -39.2% |
| 10Y | +152.6% | +341.9% | -189.3% | +39.6% |
| All | +136.8% | +383.9% | -247.1% | +30.7% |
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