+58.9%
XLP vs EXE
+151.8%
-92.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | +0.7% | -6.6% | +7.3% | +1.1% |
| 30D | +10.3% | -4.0% | +14.3% | +10.5% |
| 3M | +6.5% | -7.5% | +14.0% | +7.0% |
| 6M | +8.4% | -11.7% | +20.0% | +9.1% |
| YTD | +18.2% | -22.0% | +40.2% | +19.7% |
| 1Y | +22.4% | -21.8% | +44.2% | +24.0% |
| 3Y | +41.9% | +8.0% | +33.9% | +39.8% |
| 5Y | +40.9% | +62.3% | -21.4% | +36.4% |
| All | +58.9% | +151.8% | -92.8% | +53.6% |
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