-2.3%
XLI vs ED
+16.0%
-18.3%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.2% |
| 7D | +3.8% | +2.1% | +1.7% | +4.0% |
| 30D | +1.0% | +10.4% | -9.4% | +1.8% |
| 3M | -8.9% | +12.5% | -21.5% | -8.4% |
| 6M | -2.3% | +14.9% | -17.2% | -1.3% |
| All | -2.3% | +16.0% | -18.3% | -1.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling