+561.3%
XLP vs ED
+691.1%
-129.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.1% |
| 7D | +3.5% | +5.2% | -1.7% | +1.4% |
| 30D | +11.6% | +15.5% | -4.0% | +5.3% |
| 3M | +7.6% | +13.0% | -5.4% | +2.5% |
| 6M | +10.0% | +13.1% | -3.1% | +4.7% |
| YTD | +19.7% | +25.3% | -5.6% | +9.2% |
| 1Y | +23.5% | +30.5% | -7.1% | +10.7% |
| 3Y | +44.0% | +49.3% | -5.4% | +21.2% |
| 5Y | +42.7% | +84.6% | -41.9% | +9.5% |
| 10Y | +131.3% | +135.4% | -4.1% | +57.8% |
| All | +561.3% | +691.1% | -129.8% | +189.3% |
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 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