+167.2%
XLE vs EXC
+175.8%
-8.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | +0.8% |
| 7D | -12.0% | -1.2% | -10.8% | -11.6% |
| 30D | -2.7% | +10.0% | -12.7% | -6.9% |
| 3M | +6.6% | +1.6% | +5.0% | +5.4% |
| 6M | +9.5% | +3.3% | +6.3% | +7.3% |
| YTD | +40.6% | +7.6% | +33.0% | +34.4% |
| 1Y | +43.6% | +3.5% | +40.1% | +39.6% |
| 3Y | +58.1% | +27.7% | +30.4% | +35.6% |
| 5Y | +152.2% | +41.1% | +111.1% | +99.9% |
| All | +167.2% | +175.8% | -8.6% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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