+34.1%
XLP vs EL
-67.1%
+101.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.8% | -1.2% |
| 7D | -1.0% | +0.8% | -1.8% | -1.1% |
| 30D | -0.9% | +19.8% | -20.7% | -3.2% |
| 3M | +3.8% | +25.7% | -21.9% | +0.7% |
| 6M | -1.7% | +5.4% | -7.2% | -3.0% |
| YTD | +10.3% | +0.2% | +10.0% | +9.0% |
| 1Y | +7.8% | +20.4% | -12.6% | +3.7% |
| 3Y | +27.2% | -32.1% | +59.3% | +30.5% |
| All | +34.1% | -67.1% | +101.2% | +56.8% |
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