+111.7%
XLI vs EXE
+191.4%
-79.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.6% |
| 7D | -1.1% | -0.3% | -0.8% | -1.0% |
| 30D | -5.9% | +8.5% | -14.4% | -7.2% |
| 3M | -0.3% | +5.5% | -5.7% | -1.3% |
| 6M | +0.1% | -5.9% | +6.0% | +0.8% |
| YTD | +13.6% | -9.7% | +23.3% | +14.9% |
| 1Y | +17.2% | +3.6% | +13.6% | +15.1% |
| 3Y | +68.2% | +18.0% | +50.2% | +59.8% |
| 5Y | +80.7% | +109.4% | -28.7% | +53.8% |
| All | +111.7% | +191.4% | -79.7% | +69.2% |
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