+166.9%
XLE vs EXEL
+281.2%
-114.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.0% |
| 7D | +5.4% | -0.8% | +6.2% | +5.5% |
| 30D | -3.9% | +13.1% | -17.1% | -4.6% |
| 3M | +7.0% | +36.3% | -29.3% | +5.1% |
| 6M | +14.2% | +34.5% | -20.3% | +12.0% |
| YTD | +48.2% | +57.4% | -9.3% | +43.3% |
| 1Y | +47.7% | +62.9% | -15.2% | +42.3% |
| 3Y | +70.0% | +229.5% | -159.5% | +47.8% |
| All | +166.9% | +281.2% | -114.3% | +128.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling