+57.7%
XLU vs EXE
+182.2%
-124.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.1% |
| 7D | -1.6% | -3.1% | +1.5% | -1.2% |
| 30D | -3.3% | -0.9% | -2.4% | -3.2% |
| 3M | -3.2% | +9.6% | -12.7% | -4.3% |
| 6M | -7.0% | -11.6% | +4.7% | -5.8% |
| YTD | +0.6% | -12.6% | +13.2% | +1.9% |
| 1Y | +2.4% | +1.2% | +1.3% | +1.6% |
| 3Y | +46.3% | +18.0% | +28.2% | +42.1% |
| 5Y | +44.0% | +101.1% | -57.1% | +37.9% |
| All | +57.7% | +182.2% | -124.5% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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