+142.5%
XLC vs EXEL
+205.9%
-63.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -0.8% | +8.4% | -9.2% | -2.3% |
| 30D | +1.0% | +4.1% | -3.0% | +0.2% |
| 3M | -0.7% | +12.4% | -13.1% | -3.1% |
| 6M | -5.1% | +41.5% | -46.7% | -11.5% |
| YTD | -4.3% | +34.6% | -38.9% | -10.1% |
| 1Y | -0.6% | +57.9% | -58.4% | -9.8% |
| 3Y | +72.7% | +159.5% | -86.8% | +37.6% |
| 5Y | +38.0% | +198.5% | -160.5% | +4.8% |
| All | +142.5% | +205.9% | -63.4% | +64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling