+59.8%
XLU vs EXE
+187.5%
-127.8%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.0% |
| 7D | +0.6% | -2.7% | +3.4% | +1.0% |
| 30D | -0.4% | -0.4% | -0.1% | -0.4% |
| 3M | -1.7% | +9.5% | -11.2% | -2.9% |
| 6M | -7.1% | -9.3% | +2.2% | -6.2% |
| YTD | +1.9% | -10.9% | +12.8% | +3.0% |
| 1Y | +6.1% | +4.3% | +1.8% | +4.9% |
| 3Y | +48.8% | +18.8% | +30.0% | +44.4% |
| 5Y | +43.8% | +101.4% | -57.6% | +37.5% |
| All | +59.8% | +187.5% | -127.8% | +56.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling