+42.7%
XLP vs EXC
+43.9%
-1.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | +3.5% | +1.4% | +2.1% | +3.0% |
| 30D | +11.6% | +11.6% | -0.1% | +7.4% |
| 3M | +7.6% | +2.7% | +5.0% | +6.6% |
| 6M | +10.0% | +2.7% | +7.4% | +8.9% |
| YTD | +19.7% | +9.7% | +10.0% | +15.6% |
| 1Y | +23.5% | +4.5% | +18.9% | +21.1% |
| 3Y | +44.0% | +28.5% | +15.5% | +30.9% |
| 5Y | +42.7% | +43.9% | -1.3% | +20.4% |
| All | +42.7% | +43.9% | -1.2% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling