+163.9%
XLE vs EXC
+176.1%
-12.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -7.9% | -1.7% | -6.2% | -7.3% |
| 30D | -4.8% | +9.3% | -14.1% | -8.7% |
| 3M | +8.4% | +1.0% | +7.3% | +7.5% |
| 6M | +12.7% | +5.9% | +6.7% | +9.0% |
| YTD | +41.3% | +7.6% | +33.7% | +35.0% |
| 1Y | +42.3% | +2.4% | +39.9% | +38.9% |
| 3Y | +65.1% | +30.2% | +34.8% | +39.9% |
| 5Y | +150.2% | +41.4% | +108.8% | +97.7% |
| 10Y | +163.9% | +183.8% | -19.8% | +65.5% |
| All | +163.9% | +176.1% | -12.2% | +65.5% |
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