+65.0%
XLF vs EXE
+99.3%
-34.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -2.9% | -2.2% | -0.7% | -2.5% |
| 30D | -1.6% | -0.8% | -0.8% | -1.5% |
| 3M | +9.3% | +10.0% | -0.8% | +7.0% |
| 6M | +14.6% | -6.3% | +20.9% | +15.6% |
| YTD | +4.7% | -10.7% | +15.4% | +6.4% |
| 1Y | +8.6% | +2.7% | +6.0% | +6.7% |
| 3Y | +73.9% | +19.1% | +54.7% | +63.7% |
| 5Y | +65.0% | +105.4% | -40.4% | +37.9% |
| All | +65.0% | +99.3% | -34.3% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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