+124.6%
XLP vs EXEL
+461.0%
-336.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.5% | -1.4% |
| 7D | +0.7% | +0.3% | +0.5% | +0.7% |
| 30D | +10.3% | +19.0% | -8.8% | +8.8% |
| 3M | +6.5% | +33.3% | -26.7% | +4.1% |
| 6M | +8.4% | +42.9% | -34.5% | +5.3% |
| YTD | +18.2% | +58.7% | -40.5% | +13.7% |
| 1Y | +22.4% | +70.5% | -48.1% | +17.0% |
| 3Y | +41.9% | +233.8% | -191.9% | +27.1% |
| 5Y | +40.9% | +259.3% | -218.5% | +24.5% |
| All | +124.6% | +461.0% | -336.5% | +103.1% |
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