+164.5%
XLB vs ED
+105.2%
+59.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -0.8% |
| 7D | -2.9% | -0.2% | -2.8% | -2.9% |
| 30D | -3.4% | +1.9% | -5.3% | -4.0% |
| 3M | +1.6% | +1.9% | -0.3% | +0.9% |
| 6M | +3.6% | -2.3% | +5.9% | +4.1% |
| YTD | +14.2% | +10.9% | +3.4% | +10.0% |
| 1Y | +15.6% | +14.5% | +1.1% | +9.9% |
| 3Y | +33.1% | +33.4% | -0.3% | +18.1% |
| 5Y | +35.0% | +67.3% | -32.2% | +10.0% |
| 10Y | +164.5% | +110.7% | +53.9% | +109.0% |
| All | +164.5% | +105.2% | +59.3% | +109.0% |
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