-65.6%
XE vs EXEL
+57.2%
-122.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +0.6% | -9.1% | -8.6% |
| 7D | -12.9% | +9.8% | -22.7% | -14.7% |
| 30D | -30.3% | +23.6% | -53.9% | -33.7% |
| 3M | -45.9% | +29.9% | -75.8% | -49.8% |
| 6M | -66.2% | +64.7% | -130.9% | -73.8% |
| All | -65.6% | +57.2% | -122.7% | -72.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling