+149.9%
XLE vs EXEL
+260.1%
-110.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | -12.0% | +0.3% | -12.3% | -12.0% |
| 30D | -2.7% | +19.0% | -21.8% | -3.7% |
| 3M | +6.6% | +33.3% | -26.7% | +4.8% |
| 6M | +9.5% | +42.9% | -33.3% | +7.0% |
| YTD | +40.6% | +58.7% | -18.2% | +35.9% |
| 1Y | +43.6% | +70.5% | -26.9% | +37.9% |
| 3Y | +58.1% | +233.8% | -175.7% | +37.4% |
| All | +149.9% | +260.1% | -110.2% | +116.4% |
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