+46.3%
XLU vs EL
-34.0%
+80.2%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.3% |
| 7D | -1.6% | -6.5% | +4.9% | -1.2% |
| 30D | -3.3% | +11.1% | -14.5% | -4.0% |
| 3M | -3.2% | +10.7% | -13.9% | -3.9% |
| 6M | -7.0% | +6.9% | -13.8% | -7.6% |
| YTD | +0.6% | -6.3% | +6.9% | +0.6% |
| 1Y | +2.4% | +13.5% | -11.0% | +0.7% |
| 3Y | +46.3% | -33.1% | +79.3% | +49.7% |
| All | +46.3% | -34.0% | +80.2% | +49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling