+141.4%
XLC vs ED
+96.7%
+44.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | +0.6% | +0.5% | 0.0% | +0.5% |
| 30D | +0.2% | +1.1% | -0.8% | 0.0% |
| 3M | +0.6% | +4.6% | -4.0% | -0.4% |
| 6M | -4.5% | -2.0% | -2.5% | -4.3% |
| YTD | -4.7% | +11.7% | -16.4% | -7.2% |
| 1Y | -1.7% | +15.7% | -17.4% | -5.1% |
| 3Y | +72.3% | +34.4% | +37.9% | +57.9% |
| 5Y | +37.8% | +67.3% | -29.6% | +18.2% |
| All | +141.4% | +96.7% | +44.7% | +110.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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