+40.7%
XLC vs EXC
+41.3%
-0.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.8% |
| 7D | +3.7% | +1.4% | +2.3% | +3.5% |
| 30D | -1.9% | +8.6% | -10.5% | -3.3% |
| 3M | -3.1% | +2.4% | -5.5% | -3.5% |
| 6M | -6.4% | +6.5% | -12.8% | -7.5% |
| YTD | -6.8% | +9.0% | -15.9% | -8.6% |
| 1Y | -1.7% | +4.6% | -6.3% | -2.8% |
| 3Y | +64.7% | +33.5% | +31.2% | +52.2% |
| All | +40.7% | +41.3% | -0.6% | +22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling