+36.5%
XLB vs EXE
+106.6%
-70.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.2% | -1.0% |
| 7D | -0.2% | -1.8% | +1.5% | +0.1% |
| 30D | -1.7% | +6.4% | -8.1% | -3.0% |
| 3M | +4.4% | +9.2% | -4.9% | +2.4% |
| 6M | +5.0% | -7.0% | +12.0% | +6.1% |
| YTD | +15.5% | -9.5% | +24.9% | +17.0% |
| 1Y | +14.9% | +6.2% | +8.7% | +11.8% |
| 3Y | +34.5% | +20.7% | +13.8% | +25.1% |
| 5Y | +36.5% | +103.6% | -67.1% | +14.7% |
| All | +36.5% | +106.6% | -70.1% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling