+33.6%
XLY vs EL
-34.0%
+67.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | -1.7% | -6.5% | +4.8% | -0.5% |
| 30D | -4.2% | +11.1% | -15.3% | -6.2% |
| 3M | -2.7% | +10.7% | -13.4% | -4.7% |
| 6M | -0.6% | +6.9% | -7.5% | -2.7% |
| YTD | -5.0% | -6.3% | +1.3% | -5.5% |
| 1Y | -4.1% | +13.5% | -17.6% | -8.1% |
| 3Y | +33.6% | -33.1% | +66.7% | +33.1% |
| All | +33.6% | -34.0% | +67.6% | +33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling