+36.5%
XLB vs ED
+71.7%
-35.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.2% |
| 7D | -0.2% | +0.5% | -0.8% | -0.4% |
| 30D | -1.7% | +1.1% | -2.8% | -2.1% |
| 3M | +4.4% | +4.6% | -0.3% | +3.0% |
| 6M | +5.0% | -2.0% | +7.0% | +5.4% |
| YTD | +15.5% | +11.7% | +3.8% | +11.5% |
| 1Y | +14.9% | +15.7% | -0.8% | +9.6% |
| 3Y | +34.5% | +34.4% | +0.2% | +19.0% |
| 5Y | +36.5% | +67.3% | -30.8% | +15.1% |
| All | +36.5% | +71.7% | -35.1% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling