+136.0%
XLC vs EXEL
+257.7%
-121.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.3% |
| 7D | +3.7% | -0.8% | +4.5% | +3.9% |
| 30D | -1.9% | +13.1% | -15.1% | -4.1% |
| 3M | -3.1% | +36.3% | -39.4% | -8.5% |
| 6M | -6.4% | +34.5% | -40.9% | -11.7% |
| YTD | -6.8% | +57.4% | -64.3% | -15.0% |
| 1Y | -1.7% | +62.9% | -64.6% | -11.0% |
| 3Y | +64.7% | +229.5% | -164.8% | +25.5% |
| 5Y | +41.1% | +281.2% | -240.1% | +2.7% |
| All | +136.0% | +257.7% | -121.7% | +55.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling