+38.5%
XLY vs EXE
+182.2%
-143.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.2% |
| 7D | -1.7% | -3.1% | +1.4% | -1.2% |
| 30D | -4.2% | -0.9% | -3.3% | -4.1% |
| 3M | -2.7% | +9.6% | -12.2% | -4.2% |
| 6M | -0.6% | -11.6% | +11.0% | +1.0% |
| YTD | -5.0% | -12.6% | +7.5% | -3.5% |
| 1Y | -4.1% | +1.2% | -5.3% | -5.3% |
| 3Y | +33.6% | +18.0% | +15.6% | +27.3% |
| 5Y | +28.7% | +101.1% | -72.4% | +13.3% |
| All | +38.5% | +182.2% | -143.7% | +17.0% |
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