+640.9%
XLU vs EL
+607.0%
+34.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.7% |
| 7D | +0.6% | -2.4% | +3.0% | +1.0% |
| 30D | -0.4% | +13.7% | -14.1% | -3.1% |
| 3M | -1.7% | +14.5% | -16.2% | -4.6% |
| 6M | -7.1% | +7.4% | -14.5% | -9.5% |
| YTD | +1.9% | -4.7% | +6.6% | +0.9% |
| 1Y | +6.1% | +12.9% | -6.8% | +1.1% |
| 3Y | +48.8% | -32.2% | +81.0% | +50.2% |
| 5Y | +43.8% | -68.4% | +112.2% | +67.0% |
| 10Y | +143.2% | +28.3% | +114.9% | +105.6% |
| All | +640.9% | +607.0% | +34.0% | +305.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling