+58.1%
XLE vs ED
+44.5%
+13.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.2% |
| 7D | -12.0% | +1.6% | -13.6% | -12.1% |
| 30D | -2.7% | +13.3% | -16.0% | -3.9% |
| 3M | +6.6% | +9.7% | -3.1% | +5.6% |
| 6M | +9.5% | +12.8% | -3.3% | +8.3% |
| YTD | +40.6% | +22.3% | +18.2% | +38.4% |
| 1Y | +43.6% | +26.3% | +17.3% | +41.1% |
| 3Y | +58.1% | +45.0% | +13.1% | +48.0% |
| All | +58.1% | +44.5% | +13.5% | +48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling