+822.7%
XLE vs EXEL
+273.2%
+549.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +2.2% | +8.4% | -6.2% | +1.3% |
| 30D | +11.8% | +4.1% | +7.7% | +11.2% |
| 3M | +9.8% | +12.4% | -2.6% | +8.2% |
| 6M | +15.6% | +41.5% | -26.0% | +10.7% |
| YTD | +45.3% | +34.6% | +10.6% | +39.6% |
| 1Y | +48.3% | +57.9% | -9.6% | +39.6% |
| 3Y | +55.4% | +159.5% | -104.1% | +36.2% |
| 5Y | +216.1% | +198.5% | +17.6% | +169.9% |
| 10Y | +178.4% | +411.4% | -233.0% | +113.9% |
| All | +822.7% | +273.2% | +549.5% | +429.8% |
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 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