+248.8%
XLF vs EL
+26.1%
+222.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | -1.5% | -6.5% | +5.0% | +0.3% |
| 30D | -1.2% | +11.1% | -12.3% | -4.4% |
| 3M | +9.2% | +10.7% | -1.5% | +5.4% |
| 6M | +16.3% | +6.9% | +9.5% | +12.3% |
| YTD | +5.4% | -6.3% | +11.7% | +4.4% |
| 1Y | +7.6% | +13.5% | -5.9% | -0.1% |
| 3Y | +74.2% | -33.1% | +107.3% | +80.3% |
| 5Y | +66.1% | -68.8% | +134.9% | +129.8% |
| All | +248.8% | +26.1% | +222.7% | +203.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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