+816.1%
XLB vs EL
+687.8%
+128.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -3.0% | -1.4% |
| 7D | -1.5% | +0.8% | -2.3% | -1.8% |
| 30D | +6.1% | +16.5% | -10.5% | +0.8% |
| 3M | 0.0% | +29.2% | -29.1% | -8.6% |
| 6M | 0.0% | +27.9% | -28.0% | -9.0% |
| YTD | +16.0% | +6.2% | +9.8% | +10.0% |
| 1Y | +24.7% | +27.2% | -2.4% | +11.1% |
| 3Y | +40.4% | +3.2% | +37.1% | +24.5% |
| 5Y | +30.7% | -66.0% | +96.6% | +65.8% |
| 10Y | +173.3% | +58.3% | +114.9% | +95.7% |
| All | +816.1% | +687.8% | +128.3% | +257.4% |
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 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