+41.6%
XLE vs EXC
+2.3%
+39.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | -6.7% | +0.1% | -6.8% | -6.7% |
| 30D | -4.4% | +9.0% | -13.4% | -4.6% |
| 3M | +4.0% | +3.3% | +0.7% | +3.9% |
| 6M | +13.2% | +5.7% | +7.5% | +13.0% |
| YTD | +41.9% | +7.3% | +34.6% | +42.1% |
| 1Y | +41.6% | +2.9% | +38.7% | +42.3% |
| All | +41.6% | +2.3% | +39.4% | +42.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling