+139.5%
XLP vs EXC
+205.3%
-65.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | +0.1% | +0.9% |
| 7D | +2.5% | +1.4% | +1.1% | +2.0% |
| 30D | +7.3% | +8.6% | -1.3% | +4.0% |
| 3M | +8.1% | +2.4% | +5.7% | +7.1% |
| 6M | +10.5% | +6.5% | +4.0% | +7.7% |
| YTD | +21.2% | +9.0% | +12.1% | +16.7% |
| 1Y | +22.7% | +4.6% | +18.1% | +20.0% |
| 3Y | +44.8% | +33.5% | +11.3% | +27.4% |
| 5Y | +44.7% | +41.4% | +3.3% | +22.7% |
| All | +139.5% | +205.3% | -65.8% | +56.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling