+508.9%
XLP vs ED
+598.9%
-90.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.3% |
| 7D | -1.0% | -0.2% | -0.8% | -0.9% |
| 30D | -0.9% | -0.1% | -0.7% | -0.9% |
| 3M | +3.8% | +3.9% | -0.1% | +2.2% |
| 6M | -1.7% | -3.0% | +1.3% | -0.6% |
| YTD | +10.3% | +10.7% | -0.4% | +5.7% |
| 1Y | +7.8% | +13.3% | -5.5% | +2.2% |
| 3Y | +27.2% | +34.5% | -7.3% | +11.5% |
| 5Y | +32.5% | +67.1% | -34.6% | +5.7% |
| 10Y | +101.8% | +103.0% | -1.3% | +45.9% |
| All | +508.9% | +598.9% | -90.0% | +179.9% |
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