+179.2%
XLE vs ED
+147.1%
+32.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.6% |
| 7D | +5.4% | +2.1% | +3.4% | +4.9% |
| 30D | -3.9% | +10.4% | -14.3% | -6.4% |
| 3M | +7.0% | +12.5% | -5.5% | +3.8% |
| 6M | +14.2% | +14.9% | -0.7% | +10.0% |
| YTD | +48.2% | +24.8% | +23.3% | +39.6% |
| 1Y | +47.7% | +23.8% | +23.8% | +39.4% |
| 3Y | +70.0% | +51.6% | +18.4% | +49.7% |
| 5Y | +169.1% | +86.4% | +82.7% | +121.5% |
| All | +179.2% | +147.1% | +32.1% | +131.3% |
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