+1,117.4%
XLI vs EL
+643.4%
+474.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.0% | -2.6% | -0.5% |
| 7D | -1.1% | +0.8% | -1.9% | -1.3% |
| 30D | -5.9% | +19.8% | -25.8% | -11.6% |
| 3M | -0.3% | +25.7% | -26.0% | -7.9% |
| 6M | +0.1% | +5.4% | -5.3% | -3.4% |
| YTD | +13.6% | +0.2% | +13.4% | +9.9% |
| 1Y | +17.2% | +20.4% | -3.3% | +6.1% |
| 3Y | +68.2% | -32.1% | +100.3% | +70.8% |
| 5Y | +80.7% | -67.2% | +147.9% | +129.4% |
| 10Y | +253.3% | +31.7% | +221.5% | +169.5% |
| All | +1,117.4% | +643.4% | +474.0% | +369.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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