-5.8%
XLC vs EXEL
+92.4%
-98.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.4% |
| 7D | +1.8% | +9.8% | -8.0% | +1.3% |
| 30D | -6.0% | +23.6% | -29.6% | -6.9% |
| 3M | -6.0% | +29.9% | -35.9% | -7.2% |
| 6M | -9.1% | +64.7% | -73.8% | -11.9% |
| YTD | -10.0% | +66.0% | -76.0% | -13.0% |
| 1Y | -5.8% | +92.0% | -97.8% | -11.6% |
| All | -5.8% | +92.4% | -98.2% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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