+136.8%
XLP vs EXC
+197.6%
-60.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -0.5% | -1.4% | +0.8% | 0.0% |
| 30D | +8.3% | +8.3% | +0.1% | +5.1% |
| 3M | +8.7% | +2.6% | +6.1% | +7.6% |
| 6M | +11.2% | +5.2% | +6.0% | +8.9% |
| YTD | +20.0% | +7.5% | +12.5% | +16.2% |
| 1Y | +21.3% | +3.2% | +18.2% | +19.3% |
| 3Y | +43.8% | +29.5% | +14.3% | +28.1% |
| 5Y | +43.3% | +39.7% | +3.7% | +22.1% |
| 10Y | +136.8% | +200.1% | -63.3% | +55.7% |
| All | +136.8% | +197.6% | -60.8% | +55.7% |
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