+147.5%
XEL vs ED
+109.0%
+38.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.5% |
| 7D | -1.2% | -1.9% | +0.6% | +0.3% |
| 30D | -2.9% | +0.1% | -3.0% | -3.0% |
| 3M | -2.7% | 0.0% | -2.7% | -2.8% |
| 6M | -6.5% | -2.5% | -4.0% | -4.6% |
| YTD | +3.6% | +10.1% | -6.5% | -4.2% |
| 1Y | +7.5% | +13.6% | -6.1% | -3.3% |
| 3Y | +46.3% | +32.4% | +13.9% | +14.6% |
| 5Y | +30.5% | +69.9% | -39.3% | -16.4% |
| All | +147.5% | +109.0% | +38.5% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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