+508.9%
XLP vs EXC
+686.4%
-177.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.5% |
| 7D | -1.0% | +0.3% | -1.3% | -1.1% |
| 30D | -0.9% | -3.7% | +2.8% | +0.2% |
| 3M | +3.8% | -1.3% | +5.1% | +4.2% |
| 6M | -1.7% | -9.7% | +8.0% | +1.0% |
| YTD | +10.3% | +2.9% | +7.4% | +9.1% |
| 1Y | +7.8% | +4.4% | +3.4% | +6.1% |
| 3Y | +27.2% | +22.2% | +5.0% | +18.7% |
| 5Y | +32.5% | +46.7% | -14.2% | +16.6% |
| 10Y | +101.8% | +155.3% | -53.6% | +49.9% |
| All | +508.9% | +686.4% | -177.4% | +233.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling