+241.3%
XLE vs EXE
+155.8%
+85.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.2% |
| 7D | -7.9% | -3.9% | -4.0% | -6.2% |
| 30D | -4.8% | -2.6% | -2.3% | -3.7% |
| 3M | +8.4% | -6.9% | +15.2% | +11.7% |
| 6M | +12.7% | -9.3% | +22.0% | +17.3% |
| YTD | +41.3% | -20.7% | +62.0% | +54.7% |
| 1Y | +42.3% | -21.8% | +64.1% | +56.4% |
| 3Y | +65.1% | +16.2% | +48.9% | +47.1% |
| 5Y | +150.2% | +61.1% | +89.1% | +87.4% |
| All | +241.3% | +155.8% | +85.5% | +104.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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