+176.5%
XLE vs EXEL
+325.9%
-149.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.7% |
| 7D | +4.4% | +1.6% | +2.7% | +4.1% |
| 30D | -4.3% | +17.4% | -21.6% | -6.6% |
| 3M | +6.0% | +38.6% | -32.6% | +0.9% |
| 6M | +13.2% | +41.2% | -28.0% | +6.9% |
| YTD | +46.7% | +59.3% | -12.6% | +35.3% |
| 1Y | +46.6% | +60.2% | -13.6% | +34.9% |
| 3Y | +69.6% | +232.6% | -163.0% | +33.3% |
| 5Y | +166.5% | +285.9% | -119.3% | +99.8% |
| All | +176.5% | +325.9% | -149.4% | +108.6% |
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