+135.9%
XLU vs EXC
+158.0%
-22.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | -1.6% | -1.1% | -0.5% | -0.9% |
| 30D | -3.3% | -3.6% | +0.3% | -0.9% |
| 3M | -3.2% | -4.3% | +1.1% | -0.4% |
| 6M | -7.0% | -9.9% | +3.0% | -0.5% |
| YTD | +0.6% | +1.8% | -1.1% | -1.1% |
| 1Y | +2.4% | +2.9% | -0.4% | -0.3% |
| 3Y | +46.3% | +19.1% | +27.1% | +27.1% |
| 5Y | +44.0% | +44.8% | -0.9% | +8.3% |
| All | +135.9% | +158.0% | -22.1% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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