+820.5%
XLB vs EL
+643.4%
+177.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.3% | -1.3% |
| 7D | -1.4% | +0.8% | -2.2% | -1.7% |
| 30D | -0.4% | +19.8% | -20.2% | -6.5% |
| 3M | +2.0% | +25.7% | -23.7% | -5.9% |
| 6M | +1.8% | +5.4% | -3.6% | -1.9% |
| YTD | +16.6% | +0.2% | +16.4% | +13.0% |
| 1Y | +16.9% | +20.4% | -3.5% | +5.8% |
| 3Y | +32.6% | -32.1% | +64.7% | +35.1% |
| 5Y | +35.6% | -67.2% | +102.8% | +74.3% |
| 10Y | +160.0% | +31.7% | +128.3% | +98.5% |
| All | +820.5% | +643.4% | +177.1% | +267.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling