+127.5%
XLC vs EXC
+104.4%
+23.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +1.1% |
| 7D | +4.9% | -1.2% | +6.1% | +5.3% |
| 30D | -5.8% | +10.0% | -15.8% | -8.8% |
| 3M | -5.4% | +1.6% | -7.1% | -6.1% |
| 6M | -10.2% | +3.3% | -13.4% | -11.5% |
| YTD | -10.2% | +7.6% | -17.7% | -13.1% |
| 1Y | -5.6% | +3.5% | -9.1% | -7.6% |
| 3Y | +61.0% | +27.7% | +33.3% | +43.5% |
| 5Y | +35.2% | +41.1% | -5.9% | +13.5% |
| All | +127.5% | +104.4% | +23.1% | +66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling