+104.1%
XLF vs EXE
+191.4%
-87.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | 0.0% | -0.3% | +0.3% | 0.0% |
| 30D | +0.2% | +8.5% | -8.3% | -1.5% |
| 3M | +11.7% | +5.5% | +6.3% | +10.3% |
| 6M | +13.8% | -5.9% | +19.7% | +14.7% |
| YTD | +7.0% | -9.7% | +16.7% | +8.5% |
| 1Y | +9.1% | +3.6% | +5.6% | +7.0% |
| 3Y | +75.6% | +18.0% | +57.6% | +65.5% |
| 5Y | +66.4% | +109.4% | -43.0% | +35.9% |
| All | +104.1% | +191.4% | -87.2% | +53.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling