+80.9%
XLI vs ED
+66.4%
+14.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | -0.6% | -0.2% | -0.4% | -0.5% |
| 30D | -6.9% | +1.9% | -8.9% | -7.3% |
| 3M | -1.9% | +1.9% | -3.8% | -2.4% |
| 6M | +1.0% | -2.3% | +3.3% | +1.3% |
| YTD | +11.3% | +10.9% | +0.4% | +8.5% |
| 1Y | +15.8% | +14.5% | +1.3% | +11.9% |
| 3Y | +69.8% | +33.4% | +36.4% | +53.3% |
| 5Y | +80.9% | +67.3% | +13.6% | +56.7% |
| All | +80.9% | +66.4% | +14.5% | +56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling