+139.9%
XLC vs EL
-29.5%
+169.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | +0.1% |
| 7D | -1.4% | -2.4% | +0.9% | -0.8% |
| 30D | -0.9% | +13.7% | -14.6% | -4.6% |
| 3M | -0.3% | +14.5% | -14.8% | -4.4% |
| 6M | -5.2% | +7.4% | -12.6% | -8.3% |
| YTD | -5.3% | -4.7% | -0.6% | -6.6% |
| 1Y | -2.8% | +12.9% | -15.7% | -9.3% |
| 3Y | +71.2% | -32.2% | +103.4% | +76.5% |
| 5Y | +37.6% | -68.4% | +106.0% | +90.1% |
| All | +139.9% | -29.5% | +169.4% | +119.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling