+30.5%
XEL vs EXEL
+192.6%
-162.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.9% |
| 7D | -1.2% | -2.9% | +1.7% | -1.0% |
| 30D | -2.9% | +11.9% | -14.8% | -3.8% |
| 3M | -2.7% | +9.2% | -11.9% | -3.5% |
| 6M | -6.5% | +39.1% | -45.6% | -9.3% |
| YTD | +3.6% | +31.0% | -27.4% | +0.9% |
| 1Y | +7.5% | +52.3% | -44.8% | +3.0% |
| 3Y | +46.3% | +159.7% | -113.4% | +29.6% |
| 5Y | +30.5% | +187.7% | -157.2% | +14.5% |
| All | +30.5% | +192.6% | -162.0% | +14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling