+24.3%
XLP vs EXC
+1.0%
+23.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.6% | +1.7% | +2.8% |
| 7D | +5.9% | +3.3% | +2.6% | +4.8% |
| 30D | +13.5% | +13.3% | +0.2% | +9.2% |
| 3M | +8.4% | +1.8% | +6.6% | +7.5% |
| 6M | +11.5% | +1.1% | +10.5% | +10.8% |
| YTD | +20.6% | +9.0% | +11.6% | +18.6% |
| 1Y | +24.3% | +3.4% | +21.0% | +23.2% |
| All | +24.3% | +1.0% | +23.3% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 1y: compounded portfolio wealth divided by compounded EXC 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…
1y analysis · Full analysis span regression · 6 months rolling