+833.6%
XLB vs EL
+710.0%
+123.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +1.0% |
| 7D | -1.4% | +8.0% | -9.4% | -3.8% |
| 30D | +7.1% | +15.4% | -8.3% | +2.1% |
| 3M | +0.6% | +28.5% | -27.9% | -7.9% |
| 6M | +3.5% | +32.2% | -28.8% | -6.8% |
| YTD | +18.2% | +9.2% | +9.0% | +11.1% |
| 1Y | +25.6% | +30.8% | -5.2% | +10.9% |
| 3Y | +46.7% | +3.7% | +43.0% | +30.0% |
| 5Y | +30.9% | -64.8% | +95.7% | +64.3% |
| 10Y | +167.7% | +60.0% | +107.7% | +91.1% |
| All | +833.6% | +710.0% | +123.6% | +261.1% |
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