+649.7%
XLU vs ED
+605.3%
+44.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | -0.1% | +0.2% |
| 7D | +2.1% | +0.5% | +1.6% | +1.7% |
| 30D | -0.4% | +1.1% | -1.5% | -1.2% |
| 3M | +0.5% | +4.6% | -4.2% | -3.1% |
| 6M | -5.8% | -2.0% | -3.8% | -4.6% |
| YTD | +3.1% | +11.7% | -8.6% | -5.5% |
| 1Y | +8.1% | +15.7% | -7.6% | -4.0% |
| 3Y | +50.5% | +34.4% | +16.2% | +17.4% |
| 5Y | +44.7% | +67.3% | -22.6% | -4.9% |
| 10Y | +136.8% | +104.0% | +32.8% | +31.2% |
| All | +649.7% | +605.3% | +44.4% | +68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling