+15.6%
XLB vs EXE
+4.5%
+11.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -1.1% |
| 7D | -2.9% | -2.7% | -0.2% | -3.0% |
| 30D | -3.4% | -0.4% | -3.0% | -3.4% |
| 3M | +1.6% | +9.5% | -7.9% | +1.7% |
| 6M | +3.6% | -9.3% | +13.0% | +3.8% |
| YTD | +14.2% | -10.9% | +25.2% | +14.7% |
| 1Y | +15.6% | +4.3% | +11.3% | +20.3% |
| All | +15.6% | +4.5% | +11.1% | +20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling