+1,096.1%
XLY vs EL
+590.5%
+505.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.3% |
| 7D | -3.9% | -4.4% | +0.5% | -2.5% |
| 30D | -6.1% | +10.3% | -16.4% | -9.7% |
| 3M | -1.2% | +13.4% | -14.5% | -5.9% |
| 6M | -1.8% | +3.1% | -4.9% | -4.6% |
| YTD | -5.9% | -6.9% | +1.1% | -6.5% |
| 1Y | -3.1% | +11.9% | -15.0% | -10.5% |
| 3Y | +36.0% | -33.8% | +69.8% | +39.6% |
| 5Y | +27.6% | -69.0% | +96.5% | +70.3% |
| 10Y | +216.8% | +25.3% | +191.5% | +149.4% |
| All | +1,096.1% | +590.5% | +505.5% | +385.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling