+73.6%
XLC vs EL
-29.8%
+103.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.2% | -1.5% |
| 7D | -0.8% | +0.8% | -1.6% | -0.9% |
| 30D | +1.0% | +19.8% | -18.8% | -1.3% |
| 3M | -0.7% | +25.7% | -26.4% | -3.5% |
| 6M | -5.1% | +5.4% | -10.6% | -6.4% |
| YTD | -4.3% | +0.2% | -4.5% | -5.5% |
| 1Y | -0.6% | +20.4% | -21.0% | -4.2% |
| All | +73.6% | -29.8% | +103.4% | +72.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling