+46.7%
XLU vs ED
+33.4%
+13.3%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.6% |
| 7D | -1.2% | -1.9% | +0.7% | -0.1% |
| 30D | -2.5% | +0.1% | -2.6% | -2.6% |
| 3M | -2.7% | 0.0% | -2.8% | -2.8% |
| 6M | -7.5% | -2.5% | -4.9% | -6.2% |
| YTD | +0.9% | +10.1% | -9.2% | -4.8% |
| 1Y | +3.3% | +13.6% | -10.3% | -4.7% |
| All | +46.7% | +33.4% | +13.3% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 3y: compounded portfolio wealth divided by compounded ED 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…
3y analysis · Full analysis span regression · 6 months rolling