+136.8%
XLP vs EXEL
+354.7%
-217.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -0.5% | -2.8% | +2.3% | -0.3% |
| 30D | +8.3% | +18.2% | -9.8% | +6.9% |
| 3M | +8.7% | +37.7% | -29.0% | +5.8% |
| 6M | +11.2% | +42.2% | -31.0% | +7.9% |
| YTD | +20.0% | +61.3% | -41.3% | +15.0% |
| 1Y | +21.3% | +64.5% | -43.1% | +16.0% |
| 3Y | +43.8% | +236.7% | -192.8% | +27.9% |
| 5Y | +43.3% | +296.3% | -253.0% | +24.8% |
| 10Y | +136.8% | +331.1% | -194.3% | +106.5% |
| All | +136.8% | +354.7% | -217.9% | +106.5% |
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