+128.8%
XLP vs EXEL
+445.6%
-316.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | +0.6% |
| 7D | +0.1% | +2.3% | -2.2% | -0.1% |
| 30D | +8.9% | +19.8% | -10.9% | +7.3% |
| 3M | +7.5% | +32.7% | -25.2% | +5.0% |
| 6M | +9.4% | +49.0% | -39.5% | +5.8% |
| YTD | +19.3% | +63.7% | -44.4% | +14.2% |
| 1Y | +21.7% | +75.8% | -54.1% | +15.8% |
| 3Y | +44.0% | +241.3% | -197.3% | +28.1% |
| 5Y | +42.8% | +289.0% | -246.3% | +24.7% |
| 10Y | +128.8% | +377.6% | -248.8% | +102.5% |
| All | +128.8% | +445.6% | -316.8% | +102.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling