+44.2%
XLU vs ED
+67.9%
-23.7%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.1% |
| 7D | -1.6% | -0.8% | -0.8% | -1.1% |
| 30D | -3.3% | -0.4% | -2.9% | -3.0% |
| 3M | -3.2% | +0.5% | -3.6% | -3.6% |
| 6M | -7.0% | -3.1% | -3.8% | -5.0% |
| YTD | +0.6% | +9.8% | -9.2% | -6.2% |
| 1Y | +2.4% | +12.6% | -10.1% | -6.5% |
| 3Y | +46.3% | +31.4% | +14.9% | +15.6% |
| All | +44.2% | +67.9% | -23.7% | -3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling