+64.4%
XLF vs EL
-68.4%
+132.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.1% |
| 7D | -1.0% | -2.4% | +1.3% | -0.6% |
| 30D | -1.3% | +13.7% | -15.0% | -3.9% |
| 3M | +9.1% | +14.5% | -5.3% | +6.0% |
| 6M | +14.4% | +7.4% | +6.9% | +11.7% |
| YTD | +5.1% | -4.7% | +9.8% | +4.2% |
| 1Y | +8.6% | +12.9% | -4.3% | +3.6% |
| 3Y | +74.4% | -32.2% | +106.7% | +79.5% |
| 5Y | +64.4% | -68.4% | +132.7% | +120.0% |
| All | +64.4% | -68.4% | +132.7% | +120.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling