+5.0%
XEL vs ED
+24.8%
-19.8%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.2% | -0.9% |
| 7D | +2.4% | +2.1% | +0.4% | +0.9% |
| 30D | +8.3% | +10.4% | -2.1% | +0.2% |
| 3M | +4.2% | +12.5% | -8.4% | -5.0% |
| 6M | +3.7% | +14.9% | -11.2% | -7.0% |
| YTD | +13.1% | +24.8% | -11.8% | -3.4% |
| 1Y | +5.0% | +23.8% | -18.8% | -9.8% |
| All | +5.0% | +24.8% | -19.8% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling