+7.8%
XLP vs EXEL
+59.2%
-51.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -1.0% | +8.4% | -9.4% | -1.4% |
| 30D | -0.9% | +4.1% | -5.0% | -1.1% |
| 3M | +3.8% | +12.4% | -8.6% | +3.1% |
| 6M | -1.7% | +41.5% | -43.3% | -3.6% |
| YTD | +10.3% | +34.6% | -24.4% | +8.3% |
| 1Y | +7.8% | +57.9% | -50.1% | +3.7% |
| All | +7.8% | +59.2% | -51.4% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling