+215.2%
XLY vs EL
+26.1%
+189.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.7% |
| 7D | -1.7% | -6.5% | +4.8% | +0.4% |
| 30D | -4.2% | +11.1% | -15.3% | -7.8% |
| 3M | -2.7% | +10.7% | -13.4% | -6.4% |
| 6M | -0.6% | +6.9% | -7.5% | -4.4% |
| YTD | -5.0% | -6.3% | +1.3% | -5.8% |
| 1Y | -4.1% | +13.5% | -17.6% | -11.6% |
| 3Y | +33.6% | -33.1% | +66.7% | +38.6% |
| 5Y | +28.7% | -68.8% | +97.5% | +82.9% |
| All | +215.2% | +26.1% | +189.1% | +176.7% |
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