+42.0%
XLP vs ED
+80.7%
-38.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.3% |
| 7D | +0.7% | +1.6% | -0.9% | +0.1% |
| 30D | +10.3% | +13.3% | -3.0% | +4.8% |
| 3M | +6.5% | +9.7% | -3.2% | +2.5% |
| 6M | +8.4% | +12.8% | -4.4% | +3.1% |
| YTD | +18.2% | +22.3% | -4.1% | +8.7% |
| 1Y | +22.4% | +26.3% | -3.9% | +11.0% |
| 3Y | +41.9% | +45.0% | -3.1% | +20.0% |
| All | +42.0% | +80.7% | -38.7% | +4.3% |
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 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