+45.6%
XEL vs EXEL
+154.7%
-109.2%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.2% |
| 7D | -0.3% | -4.9% | +4.6% | 0.0% |
| 30D | -3.9% | +11.4% | -15.3% | -4.6% |
| 3M | -2.8% | +4.9% | -7.7% | -3.2% |
| 6M | -5.4% | +34.4% | -39.8% | -7.3% |
| YTD | +3.8% | +28.0% | -24.3% | +1.9% |
| 1Y | +6.8% | +43.6% | -36.8% | +3.9% |
| 3Y | +45.6% | +155.2% | -109.6% | +29.8% |
| All | +45.6% | +154.7% | -109.2% | +29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling