+42.6%
XLP vs EXEL
+283.4%
-240.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.3% |
| 7D | +2.3% | -2.4% | +4.7% | +2.5% |
| 30D | +9.1% | +17.9% | -8.8% | +7.5% |
| 3M | +7.9% | +33.3% | -25.4% | +5.1% |
| 6M | +9.6% | +46.6% | -36.9% | +5.7% |
| YTD | +19.4% | +61.0% | -41.6% | +14.0% |
| 1Y | +22.4% | +70.4% | -48.1% | +16.1% |
| 3Y | +43.2% | +236.1% | -192.9% | +23.4% |
| 5Y | +42.6% | +284.8% | -242.3% | +20.2% |
| All | +42.6% | +283.4% | -240.8% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling