+42.0%
XLP vs EL
-66.1%
+108.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -1.6% |
| 7D | +0.7% | +0.8% | 0.0% | +0.6% |
| 30D | +10.3% | +16.5% | -6.3% | +8.1% |
| 3M | +6.5% | +29.2% | -22.6% | +2.9% |
| 6M | +8.4% | +27.9% | -19.5% | +4.6% |
| YTD | +18.2% | +6.2% | +12.0% | +15.9% |
| 1Y | +22.4% | +27.2% | -4.7% | +17.1% |
| 3Y | +41.9% | +3.2% | +38.7% | +35.4% |
| All | +42.0% | -66.1% | +108.1% | +65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling