+988.5%
XLE vs EXC
+738.4%
+250.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.3% |
| 7D | -10.3% | +1.4% | -11.7% | -10.9% |
| 30D | -3.3% | +11.6% | -15.0% | -8.4% |
| 3M | +8.2% | +2.7% | +5.5% | +6.4% |
| 6M | +5.0% | +2.7% | +2.4% | +3.0% |
| YTD | +40.6% | +9.7% | +30.9% | +32.8% |
| 1Y | +45.0% | +4.5% | +40.5% | +40.0% |
| 3Y | +56.3% | +28.5% | +27.8% | +33.3% |
| 5Y | +152.2% | +43.9% | +108.3% | +99.2% |
| 10Y | +173.0% | +183.7% | -10.8% | +49.7% |
| All | +988.5% | +738.4% | +250.1% | +391.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling