+59.1%
XLF vs ED
+82.5%
-23.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -1.0% | -0.9% | 0.0% | -0.8% |
| 30D | +6.5% | +11.2% | -4.7% | +4.0% |
| 3M | +1.8% | +11.8% | -10.0% | -0.8% |
| 6M | +15.4% | +14.1% | +1.3% | +11.8% |
| YTD | +8.4% | +23.0% | -14.6% | +2.6% |
| 1Y | +11.9% | +23.7% | -11.7% | +5.7% |
| 3Y | +81.1% | +47.7% | +33.4% | +58.5% |
| All | +59.1% | +82.5% | -23.4% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling