+2,062.5%
XEL vs ED
+2,513.4%
-450.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.5% |
| 3M | +4.2% | +12.5% | -8.4% | -4.7% |
| 6M | +3.7% | +14.9% | -11.2% | -6.6% |
| YTD | +13.1% | +24.8% | -11.8% | -4.4% |
| 1Y | +5.0% | +23.8% | -18.8% | -10.8% |
| 3Y | +55.0% | +51.6% | +3.3% | +12.0% |
| 5Y | +51.8% | +86.4% | -34.6% | -5.7% |
| 10Y | +185.6% | +145.4% | +40.2% | +43.5% |
| All | +2,062.5% | +2,513.4% | -450.9% | +196.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling