+1,024.7%
XLE vs ED
+598.9%
+425.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.3% |
| 7D | +2.2% | -0.2% | +2.4% | +2.3% |
| 30D | +11.8% | -0.1% | +11.9% | +11.8% |
| 3M | +9.8% | +3.9% | +5.9% | +7.7% |
| 6M | +15.6% | -3.0% | +18.6% | +16.8% |
| YTD | +45.3% | +10.7% | +34.6% | +38.1% |
| 1Y | +48.3% | +13.3% | +35.0% | +39.1% |
| 3Y | +55.4% | +34.5% | +20.9% | +31.5% |
| 5Y | +216.1% | +67.1% | +149.0% | +135.8% |
| 10Y | +178.4% | +103.0% | +75.3% | +74.2% |
| All | +1,024.7% | +598.9% | +425.8% | +251.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling