+101.4%
XLP vs EL
+31.9%
+69.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.8% | -1.3% |
| 7D | -1.0% | +0.8% | -1.8% | -1.2% |
| 30D | -0.9% | +19.8% | -20.7% | -4.3% |
| 3M | +3.8% | +25.7% | -21.9% | -0.8% |
| 6M | -1.7% | +5.4% | -7.2% | -3.6% |
| YTD | +10.3% | +0.2% | +10.0% | +8.4% |
| 1Y | +7.8% | +20.4% | -12.6% | +1.7% |
| 3Y | +27.2% | -32.1% | +59.3% | +31.1% |
| 5Y | +32.5% | -67.2% | +99.7% | +62.8% |
| All | +101.4% | +31.9% | +69.4% | +64.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling