+37.8%
XLC vs EXEL
+195.7%
-158.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.1% |
| 7D | +0.6% | +1.4% | -0.8% | +0.4% |
| 30D | +0.2% | +6.7% | -6.4% | -0.8% |
| 3M | +0.6% | +11.5% | -10.8% | -1.3% |
| 6M | -4.5% | +38.8% | -43.3% | -9.9% |
| YTD | -4.7% | +31.6% | -36.3% | -9.5% |
| 1Y | -1.7% | +53.0% | -54.7% | -9.3% |
| 3Y | +72.3% | +160.8% | -88.6% | +37.7% |
| 5Y | +37.8% | +190.1% | -152.3% | +1.3% |
| All | +37.8% | +195.7% | -158.0% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling