+60.6%
XLP vs EXE
+161.7%
-101.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | 0.0% |
| 7D | +2.3% | -2.2% | +4.6% | +2.5% |
| 30D | +9.1% | -0.3% | +9.4% | +9.1% |
| 3M | +7.9% | -9.3% | +17.2% | +8.4% |
| 6M | +9.6% | -7.2% | +16.8% | +10.0% |
| YTD | +19.4% | -18.9% | +38.4% | +20.7% |
| 1Y | +22.4% | -21.7% | +44.1% | +23.9% |
| 3Y | +43.2% | +21.0% | +22.2% | +40.0% |
| 5Y | +42.6% | +76.0% | -33.4% | +37.6% |
| All | +60.6% | +161.7% | -101.1% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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