+124.6%
XLP vs EL
+56.3%
+68.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -1.7% |
| 7D | +0.7% | +0.8% | 0.0% | +0.5% |
| 30D | +10.3% | +16.5% | -6.3% | +7.2% |
| 3M | +6.5% | +29.2% | -22.6% | +1.3% |
| 6M | +8.4% | +27.9% | -19.5% | +2.9% |
| YTD | +18.2% | +6.2% | +12.0% | +14.8% |
| 1Y | +22.4% | +27.2% | -4.7% | +14.6% |
| 3Y | +41.9% | +3.2% | +38.7% | +32.5% |
| 5Y | +40.9% | -66.0% | +106.9% | +72.4% |
| All | +124.6% | +56.3% | +68.3% | +77.1% |
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