+621.5%
XYZ vs ELF
+335.0%
+286.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.2% | +4.3% | -6.4% | -3.3% |
| 30D | +11.6% | +7.7% | +3.8% | +9.3% |
| 3M | +8.4% | +24.7% | -16.3% | +1.5% |
| 6M | +17.2% | +114.6% | -97.5% | -7.4% |
| YTD | +31.7% | +55.8% | -24.1% | +12.3% |
| 1Y | +30.1% | +51.9% | -21.9% | +11.5% |
| 3Y | +66.4% | +24.6% | +41.9% | +27.2% |
| 5Y | -62.2% | +279.2% | -341.3% | -81.9% |
| 10Y | +621.5% | +338.7% | +282.8% | +160.8% |
| All | +621.5% | +335.0% | +286.5% | +160.8% |
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 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