+672.7%
XLP vs EXEL
+334.5%
+338.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.6% | +4.8% | -0.4% |
| 7D | +3.5% | +3.8% | -0.3% | +3.2% |
| 30D | +11.6% | +17.8% | -6.2% | +10.5% |
| 3M | +7.6% | +21.2% | -13.5% | +6.4% |
| 6M | +10.0% | +54.7% | -44.7% | +7.1% |
| YTD | +19.7% | +56.8% | -37.0% | +16.3% |
| 1Y | +23.5% | +70.2% | -46.7% | +19.4% |
| 3Y | +44.0% | +227.2% | -183.2% | +33.0% |
| 5Y | +42.7% | +254.9% | -212.2% | +30.5% |
| 10Y | +131.3% | +476.9% | -345.6% | +100.0% |
| All | +672.7% | +334.5% | +338.2% | +457.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling