+48.3%
XLP vs EXE
+191.4%
-143.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | -1.0% | -0.3% | -0.8% | -1.0% |
| 30D | -0.9% | +8.5% | -9.3% | -1.4% |
| 3M | +3.8% | +5.5% | -1.6% | +3.4% |
| 6M | -1.7% | -5.9% | +4.2% | -1.5% |
| YTD | +10.3% | -9.7% | +20.0% | +10.8% |
| 1Y | +7.8% | +3.6% | +4.2% | +7.2% |
| 3Y | +27.2% | +18.0% | +9.2% | +24.8% |
| 5Y | +32.5% | +109.4% | -76.9% | +27.0% |
| All | +48.3% | +191.4% | -143.1% | +42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling