+170.7%
XLE vs EXEL
+380.2%
-209.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.4% |
| 7D | 0.0% | +1.4% | -1.4% | -0.2% |
| 30D | +12.6% | +6.7% | +6.0% | +11.6% |
| 3M | +11.8% | +11.5% | +0.4% | +9.8% |
| 6M | +16.1% | +38.8% | -22.7% | +10.0% |
| YTD | +46.9% | +31.6% | +15.3% | +39.9% |
| 1Y | +53.3% | +53.0% | +0.2% | +42.0% |
| 3Y | +54.9% | +160.8% | -105.9% | +28.3% |
| 5Y | +225.7% | +190.1% | +35.6% | +160.5% |
| 10Y | +170.7% | +367.0% | -196.3% | +111.1% |
| All | +170.7% | +380.2% | -209.5% | +111.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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