+73.6%
XLC vs EXEL
+164.9%
-91.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -0.8% | +8.4% | -9.2% | -1.5% |
| 30D | +1.0% | +4.1% | -3.0% | +0.7% |
| 3M | -0.7% | +12.4% | -13.1% | -1.7% |
| 6M | -5.1% | +41.5% | -46.7% | -7.9% |
| YTD | -4.3% | +34.6% | -38.9% | -6.8% |
| 1Y | -0.6% | +57.9% | -58.4% | -4.6% |
| All | +73.6% | +164.9% | -91.3% | +65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling