+21.5%
XLP vs EL
+24.5%
-3.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.4% | +0.6% |
| 7D | -0.5% | +0.3% | -0.8% | -0.6% |
| 30D | +8.3% | +12.3% | -3.9% | +7.1% |
| 3M | +8.7% | +28.4% | -19.7% | +6.2% |
| 6M | +11.2% | +36.7% | -25.6% | +8.1% |
| YTD | +20.0% | +8.4% | +11.6% | +17.6% |
| All | +21.5% | +24.5% | -3.0% | +18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling