+246.5%
XLF vs ED
+109.0%
+137.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -2.9% | -1.9% | -1.0% | -2.3% |
| 30D | -1.6% | +0.1% | -1.7% | -1.7% |
| 3M | +9.3% | 0.0% | +9.3% | +9.1% |
| 6M | +14.6% | -2.5% | +17.1% | +15.1% |
| YTD | +4.7% | +10.1% | -5.4% | +1.0% |
| 1Y | +8.6% | +13.6% | -4.9% | +3.5% |
| 3Y | +73.9% | +32.4% | +41.4% | +54.7% |
| 5Y | +65.0% | +69.9% | -4.8% | +33.1% |
| All | +246.5% | +109.0% | +137.5% | +193.0% |
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 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