+64.4%
XLF vs ED
+66.4%
-2.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -1.0% | -0.2% | -0.9% | -1.0% |
| 30D | -1.3% | +1.9% | -3.2% | -1.7% |
| 3M | +9.1% | +1.9% | +7.3% | +8.6% |
| 6M | +14.4% | -2.3% | +16.6% | +14.7% |
| YTD | +5.1% | +10.9% | -5.8% | +2.0% |
| 1Y | +8.6% | +14.5% | -5.9% | +4.4% |
| 3Y | +74.4% | +33.4% | +41.0% | +57.2% |
| 5Y | +64.4% | +67.3% | -2.9% | +43.2% |
| All | +64.4% | +66.4% | -2.0% | +43.2% |
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