+73.6%
XLF vs EL
-32.9%
+106.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.1% |
| 7D | -1.0% | -2.4% | +1.3% | -0.8% |
| 30D | -1.3% | +13.7% | -15.0% | -3.0% |
| 3M | +9.1% | +14.5% | -5.3% | +7.1% |
| 6M | +14.4% | +7.4% | +6.9% | +12.5% |
| YTD | +5.1% | -4.7% | +9.8% | +4.5% |
| 1Y | +8.6% | +12.9% | -4.3% | +5.3% |
| All | +73.6% | -32.9% | +106.5% | +72.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling