+102.9%
XLP vs EXEL
+380.2%
-277.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.5% |
| 7D | -1.4% | +1.4% | -2.8% | -1.5% |
| 30D | -1.3% | +6.7% | -8.0% | -1.8% |
| 3M | +1.8% | +11.5% | -9.6% | +0.9% |
| 6M | -0.8% | +38.8% | -39.6% | -3.4% |
| YTD | +9.5% | +31.6% | -22.1% | +7.0% |
| 1Y | +7.2% | +53.0% | -45.8% | +3.3% |
| 3Y | +27.1% | +160.8% | -133.7% | +16.4% |
| 5Y | +32.0% | +190.1% | -158.0% | +19.1% |
| 10Y | +102.9% | +367.0% | -264.1% | +82.4% |
| All | +102.9% | +380.2% | -277.3% | +82.4% |
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