+797.5%
XLE vs EXEL
+353.7%
+443.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | +0.2% |
| 7D | -7.9% | +2.3% | -10.2% | -8.1% |
| 30D | -4.8% | +19.8% | -24.7% | -6.7% |
| 3M | +8.4% | +32.7% | -24.3% | +4.9% |
| 6M | +12.7% | +49.0% | -36.3% | +7.4% |
| YTD | +41.3% | +63.7% | -22.4% | +32.8% |
| 1Y | +42.3% | +75.8% | -33.5% | +32.6% |
| 3Y | +65.1% | +241.3% | -176.2% | +40.4% |
| 5Y | +150.2% | +289.0% | -138.9% | +107.5% |
| 10Y | +163.9% | +377.6% | -213.7% | +105.2% |
| All | +797.5% | +353.7% | +443.8% | +404.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling