+133.6%
XLC vs EXC
+104.5%
+29.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +3.1% | -1.9% | +5.0% | +3.7% |
| 30D | -4.2% | +7.8% | -12.0% | -6.6% |
| 3M | -2.1% | +1.9% | -4.0% | -2.9% |
| 6M | -6.6% | +3.4% | -10.0% | -8.0% |
| YTD | -7.8% | +7.6% | -15.4% | -10.8% |
| 1Y | -4.1% | +2.1% | -6.2% | -5.6% |
| 3Y | +62.6% | +29.6% | +33.0% | +44.1% |
| 5Y | +39.6% | +39.5% | +0.1% | +17.8% |
| All | +133.6% | +104.5% | +29.1% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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