+69.9%
XLI vs ED
+85.1%
-15.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.6% |
| 7D | +3.8% | +2.1% | +1.7% | +3.4% |
| 30D | +1.0% | +10.4% | -9.4% | -0.9% |
| 3M | -8.9% | +12.5% | -21.5% | -11.0% |
| 6M | -2.3% | +14.9% | -17.2% | -5.1% |
| YTD | +9.7% | +24.8% | -15.2% | +4.4% |
| 1Y | +12.3% | +23.8% | -11.5% | +7.0% |
| 3Y | +71.5% | +51.6% | +19.8% | +49.9% |
| All | +69.9% | +85.1% | -15.2% | +36.8% |
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