+896.5%
XLV vs ED
+600.2%
+296.3%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -3.7% | -0.2% | -3.5% | -3.6% |
| 30D | -1.1% | +1.9% | -3.1% | -1.8% |
| 3M | +8.2% | +1.9% | +6.4% | +7.4% |
| 6M | +8.9% | -2.3% | +11.2% | +9.6% |
| YTD | +8.5% | +10.9% | -2.4% | +4.3% |
| 1Y | +22.3% | +14.5% | +7.8% | +16.0% |
| 3Y | +32.6% | +33.4% | -0.7% | +17.5% |
| 5Y | +34.4% | +67.3% | -32.9% | +8.7% |
| 10Y | +175.4% | +110.7% | +64.7% | +98.9% |
| All | +896.5% | +600.2% | +296.3% | +394.7% |
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