+257.8%
XLE vs EXE
+187.5%
+70.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.5% |
| 7D | +0.3% | -2.7% | +3.0% | +1.5% |
| 30D | +8.5% | -0.4% | +8.9% | +8.7% |
| 3M | +14.6% | +9.5% | +5.1% | +9.9% |
| 6M | +17.6% | -9.3% | +26.9% | +22.3% |
| YTD | +48.1% | -10.9% | +59.0% | +54.1% |
| 1Y | +53.8% | +4.3% | +49.5% | +48.0% |
| 3Y | +56.2% | +18.8% | +37.4% | +38.4% |
| 5Y | +227.7% | +101.4% | +126.3% | +120.7% |
| All | +257.8% | +187.5% | +70.3% | +103.7% |
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