+136.2%
XLP vs EL
+60.4%
+75.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.1% |
| 7D | -0.2% | +2.7% | -2.9% | -0.7% |
| 30D | +8.2% | +10.8% | -2.6% | +6.1% |
| 3M | +7.7% | +26.5% | -18.7% | +2.8% |
| 6M | +9.3% | +31.1% | -21.8% | +3.3% |
| YTD | +19.5% | +6.6% | +12.9% | +16.0% |
| 1Y | +21.0% | +21.8% | -0.8% | +14.3% |
| 3Y | +43.2% | +1.8% | +41.5% | +34.3% |
| 5Y | +42.7% | -65.6% | +108.3% | +74.0% |
| All | +136.2% | +60.4% | +75.8% | +88.0% |
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