+167.4%
XLB vs EL
+32.7%
+134.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.4% |
| 7D | -0.2% | +1.7% | -1.9% | -0.7% |
| 30D | -1.7% | +15.5% | -17.2% | -6.2% |
| 3M | +4.4% | +20.6% | -16.2% | -1.7% |
| 6M | +5.0% | +10.5% | -5.4% | +0.3% |
| YTD | +15.5% | -1.9% | +17.4% | +13.1% |
| 1Y | +14.9% | +16.1% | -1.2% | +6.1% |
| 3Y | +34.5% | -30.2% | +64.8% | +37.6% |
| 5Y | +36.5% | -67.4% | +103.9% | +85.5% |
| All | +167.4% | +32.7% | +134.7% | +122.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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