+37.2%
XLY vs EXE
+188.3%
-151.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -3.9% | -2.2% | -1.7% | -3.5% |
| 30D | -6.1% | -0.8% | -5.3% | -6.0% |
| 3M | -1.2% | +10.0% | -11.2% | -2.8% |
| 6M | -1.8% | -6.3% | +4.6% | -1.1% |
| YTD | -5.9% | -10.7% | +4.8% | -4.6% |
| 1Y | -3.1% | +2.7% | -5.8% | -4.5% |
| 3Y | +36.0% | +19.1% | +16.9% | +29.4% |
| 5Y | +27.6% | +105.4% | -77.9% | +11.9% |
| All | +37.2% | +188.3% | -151.0% | +15.6% |
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