+60.9%
XLB vs EXE
+161.7%
-100.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -0.6% |
| 7D | +0.5% | -2.2% | +2.7% | +0.9% |
| 30D | +6.9% | -0.3% | +7.2% | +6.9% |
| 3M | -0.2% | -9.3% | +9.2% | +1.6% |
| 6M | +3.3% | -7.2% | +10.5% | +4.4% |
| YTD | +18.0% | -18.9% | +36.9% | +22.0% |
| 1Y | +24.2% | -21.7% | +45.9% | +29.2% |
| 3Y | +44.7% | +21.0% | +23.7% | +33.9% |
| 5Y | +31.6% | +76.0% | -44.4% | +12.7% |
| All | +60.9% | +161.7% | -100.8% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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