+820.5%
XLB vs ED
+598.9%
+221.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.2% |
| 7D | -1.4% | -0.2% | -1.2% | -1.3% |
| 30D | -0.4% | -0.1% | -0.2% | -0.4% |
| 3M | +2.0% | +3.9% | -2.0% | +0.1% |
| 6M | +1.8% | -3.0% | +4.9% | +2.7% |
| YTD | +16.6% | +10.7% | +5.9% | +11.1% |
| 1Y | +16.9% | +13.3% | +3.6% | +10.0% |
| 3Y | +32.6% | +34.5% | -1.9% | +13.7% |
| 5Y | +35.6% | +67.1% | -31.5% | +4.6% |
| 10Y | +160.0% | +103.0% | +57.0% | +75.2% |
| All | +820.5% | +598.9% | +221.6% | +230.6% |
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