+422.3%
XLF vs EL
+643.4%
-221.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.8% | -1.8% |
| 7D | 0.0% | +0.8% | -0.8% | -0.3% |
| 30D | +0.2% | +19.8% | -19.7% | -6.8% |
| 3M | +11.7% | +25.7% | -14.0% | +1.8% |
| 6M | +13.8% | +5.4% | +8.3% | +8.9% |
| YTD | +7.0% | +0.2% | +6.8% | +2.8% |
| 1Y | +9.1% | +20.4% | -11.3% | -3.1% |
| 3Y | +75.6% | -32.1% | +107.8% | +77.7% |
| 5Y | +66.4% | -67.2% | +133.6% | +120.1% |
| 10Y | +250.3% | +31.7% | +218.5% | +144.3% |
| All | +422.3% | +643.4% | -221.1% | +58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling