-2.8%
XLC vs EXE
+4.5%
-7.3%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.6% |
| 7D | -1.4% | -2.7% | +1.3% | -1.4% |
| 30D | -0.9% | -0.4% | -0.5% | -0.9% |
| 3M | -0.3% | +9.5% | -9.8% | -0.3% |
| 6M | -5.2% | -9.3% | +4.2% | -4.7% |
| YTD | -5.3% | -10.9% | +5.6% | -4.7% |
| 1Y | -2.8% | +4.3% | -7.1% | +0.9% |
| All | -2.8% | +4.5% | -7.3% | +0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling