+685.2%
XLU vs EXEL
+268.9%
+416.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.2% |
| 7D | +0.6% | -0.3% | +1.0% | +0.7% |
| 30D | -0.4% | +10.1% | -10.6% | -1.1% |
| 3M | -1.7% | +10.1% | -11.8% | -2.4% |
| 6M | -7.1% | +37.7% | -44.8% | -9.2% |
| YTD | +1.9% | +33.1% | -31.1% | -0.2% |
| 1Y | +6.1% | +52.4% | -46.3% | +2.8% |
| 3Y | +48.8% | +163.8% | -115.1% | +38.0% |
| 5Y | +43.8% | +198.5% | -154.7% | +31.6% |
| 10Y | +143.2% | +386.9% | -243.7% | +107.6% |
| All | +685.2% | +268.9% | +416.3% | +445.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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