+250.2%
XLI vs ED
+109.0%
+141.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -2.3% | -1.9% | -0.4% | -1.8% |
| 30D | -8.2% | +0.1% | -8.3% | -8.2% |
| 3M | +0.8% | 0.0% | +0.8% | +0.6% |
| 6M | +0.8% | -2.5% | +3.4% | +1.3% |
| YTD | +10.5% | +10.1% | +0.4% | +6.7% |
| 1Y | +14.1% | +13.6% | +0.5% | +8.9% |
| 3Y | +68.6% | +32.4% | +36.1% | +49.7% |
| 5Y | +80.4% | +69.9% | +10.5% | +45.0% |
| All | +250.2% | +109.0% | +141.1% | +178.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling