+167.2%
XLE vs ED
+129.3%
+37.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.6% |
| 7D | -12.0% | +1.6% | -13.6% | -12.4% |
| 30D | -2.7% | +13.3% | -16.0% | -5.8% |
| 3M | +6.6% | +9.7% | -3.1% | +4.0% |
| 6M | +9.5% | +12.8% | -3.3% | +6.1% |
| YTD | +40.6% | +22.3% | +18.2% | +33.2% |
| 1Y | +43.6% | +26.3% | +17.3% | +34.9% |
| 3Y | +58.1% | +45.0% | +13.1% | +41.1% |
| 5Y | +152.2% | +80.2% | +72.0% | +109.9% |
| All | +167.2% | +129.3% | +37.9% | +118.6% |
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