+169.4%
XLV vs EL
+26.1%
+143.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -3.6% | -6.5% | +2.9% | -2.3% |
| 30D | -1.8% | +11.1% | -13.0% | -4.0% |
| 3M | +7.8% | +10.7% | -2.9% | +5.3% |
| 6M | +9.1% | +6.9% | +2.2% | +6.6% |
| YTD | +7.7% | -6.3% | +14.0% | +7.2% |
| 1Y | +20.4% | +13.5% | +7.0% | +14.6% |
| 3Y | +30.8% | -33.1% | +63.8% | +34.2% |
| 5Y | +34.6% | -68.8% | +103.4% | +67.5% |
| All | +169.4% | +26.1% | +143.3% | +133.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling