+561.3%
XLP vs EL
+670.5%
-109.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.2% | 0.0% |
| 7D | +3.5% | -1.1% | +4.5% | +3.6% |
| 30D | +11.6% | +15.3% | -3.8% | +8.3% |
| 3M | +7.6% | +24.2% | -16.6% | +2.5% |
| 6M | +10.0% | +30.9% | -20.9% | +3.2% |
| YTD | +19.7% | +3.9% | +15.9% | +16.3% |
| 1Y | +23.5% | +19.9% | +3.6% | +16.1% |
| 3Y | +44.0% | +2.5% | +41.5% | +33.5% |
| 5Y | +42.7% | -66.7% | +109.4% | +66.8% |
| 10Y | +131.3% | +54.9% | +76.5% | +84.6% |
| All | +561.3% | +670.5% | -109.3% | +235.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling