+215.2%
XLY vs ED
+108.5%
+106.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.1% | +0.9% |
| 7D | -1.7% | -0.8% | -0.9% | -1.6% |
| 30D | -4.2% | -0.4% | -3.8% | -4.1% |
| 3M | -2.7% | +0.5% | -3.1% | -2.9% |
| 6M | -0.6% | -3.1% | +2.5% | -0.3% |
| YTD | -5.0% | +9.8% | -14.9% | -7.2% |
| 1Y | -4.1% | +12.6% | -16.7% | -6.9% |
| 3Y | +33.6% | +31.4% | +2.2% | +22.9% |
| 5Y | +28.7% | +69.4% | -40.7% | +10.1% |
| All | +215.2% | +108.5% | +106.7% | +164.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling