+45.8%
XLU vs EXC
+45.3%
+0.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.8% |
| 7D | +0.6% | +0.3% | +0.3% | +0.4% |
| 30D | -0.4% | -0.9% | +0.4% | +0.1% |
| 3M | -1.7% | -2.7% | +0.9% | -0.2% |
| 6M | -7.1% | -9.4% | +2.3% | -1.4% |
| YTD | +1.9% | +3.0% | -1.1% | -0.5% |
| 1Y | +6.1% | +5.1% | +1.0% | +2.0% |
| 3Y | +48.8% | +20.6% | +28.2% | +29.0% |
| All | +45.8% | +45.3% | +0.5% | +10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling