+792.9%
XLE vs EXEL
+340.0%
+452.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.2% |
| 7D | -12.0% | +0.3% | -12.3% | -12.0% |
| 30D | -2.7% | +19.0% | -21.8% | -4.6% |
| 3M | +6.6% | +33.3% | -26.7% | +3.1% |
| 6M | +9.5% | +42.9% | -33.3% | +4.9% |
| YTD | +40.6% | +58.7% | -18.2% | +32.6% |
| 1Y | +43.6% | +70.5% | -26.9% | +34.3% |
| 3Y | +58.1% | +233.8% | -175.7% | +34.8% |
| 5Y | +152.2% | +259.3% | -107.2% | +111.0% |
| 10Y | +172.9% | +484.1% | -311.2% | +107.6% |
| All | +792.9% | +340.0% | +452.9% | +403.1% |
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 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