+1,080.1%
XLI vs ED
+677.5%
+402.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +4.3% | -1.7% | +6.0% | +5.0% |
| 30D | +0.5% | +10.7% | -10.2% | -3.6% |
| 3M | -8.6% | +11.6% | -20.2% | -12.6% |
| 6M | -2.3% | +13.5% | -15.8% | -7.5% |
| YTD | +10.1% | +23.1% | -13.0% | +0.6% |
| 1Y | +11.0% | +23.1% | -12.1% | +1.4% |
| 3Y | +72.3% | +47.9% | +24.3% | +43.0% |
| 5Y | +70.8% | +83.9% | -13.0% | +28.0% |
| 10Y | +228.7% | +142.1% | +86.7% | +110.2% |
| All | +1,080.1% | +677.5% | +402.6% | +343.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling