+29.0%
XLB vs EL
-66.1%
+95.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -3.0% | -1.2% |
| 7D | -1.5% | +0.8% | -2.3% | -1.7% |
| 30D | +6.1% | +16.5% | -10.5% | +2.5% |
| 3M | 0.0% | +29.2% | -29.1% | -5.9% |
| 6M | 0.0% | +27.9% | -28.0% | -6.1% |
| YTD | +16.0% | +6.2% | +9.8% | +12.3% |
| 1Y | +24.7% | +27.2% | -2.4% | +15.4% |
| 3Y | +40.4% | +3.2% | +37.1% | +27.7% |
| All | +29.0% | -66.1% | +95.2% | +66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling