+44.2%
XLU vs EXE
+97.7%
-53.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | 0.0% |
| 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% | -4.4% |
| 6M | -7.0% | -11.6% | +4.7% | -5.7% |
| YTD | +0.6% | -12.6% | +13.2% | +2.0% |
| 1Y | +2.4% | +1.2% | +1.3% | +1.5% |
| 3Y | +46.3% | +18.0% | +28.2% | +41.4% |
| All | +44.2% | +97.7% | -53.5% | +36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling