+44.2%
XLU vs EL
-69.0%
+113.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -1.6% | -6.5% | +4.9% | -1.0% |
| 30D | -3.3% | +11.1% | -14.5% | -4.4% |
| 3M | -3.2% | +10.7% | -13.9% | -4.3% |
| 6M | -7.0% | +6.9% | -13.8% | -8.0% |
| YTD | +0.6% | -6.3% | +6.9% | +0.4% |
| 1Y | +2.4% | +13.5% | -11.0% | -0.2% |
| 3Y | +46.3% | -33.1% | +79.3% | +49.2% |
| All | +44.2% | -69.0% | +113.2% | +64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling