+163.9%
XLE vs ED
+132.0%
+31.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.6% |
| 7D | -7.9% | -0.1% | -7.8% | -7.9% |
| 30D | -4.8% | +11.6% | -16.4% | -7.5% |
| 3M | +8.4% | +10.5% | -2.2% | +5.5% |
| 6M | +12.7% | +13.2% | -0.5% | +9.0% |
| YTD | +41.3% | +22.1% | +19.1% | +33.9% |
| 1Y | +42.3% | +24.2% | +18.1% | +34.2% |
| 3Y | +65.1% | +46.9% | +18.2% | +46.6% |
| 5Y | +150.2% | +80.8% | +69.4% | +107.6% |
| 10Y | +163.9% | +134.3% | +29.7% | +116.7% |
| All | +163.9% | +132.0% | +31.9% | +116.7% |
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