+61.3%
XLC vs EXE
+187.5%
-126.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.4% |
| 7D | -1.4% | -2.7% | +1.3% | -1.0% |
| 30D | -0.9% | -0.4% | -0.5% | -0.9% |
| 3M | -0.3% | +9.5% | -9.8% | -1.7% |
| 6M | -5.2% | -9.3% | +4.2% | -4.1% |
| YTD | -5.3% | -10.9% | +5.6% | -4.1% |
| 1Y | -2.8% | +4.3% | -7.1% | -4.3% |
| 3Y | +71.2% | +18.8% | +52.4% | +63.8% |
| 5Y | +37.6% | +101.4% | -63.8% | +23.3% |
| All | +61.3% | +187.5% | -126.3% | +42.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling