+973.9%
XEL vs EXEL
+273.2%
+700.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -1.0% | +8.4% | -9.3% | -1.5% |
| 30D | -1.9% | +4.1% | -6.0% | -2.2% |
| 3M | -1.9% | +12.4% | -14.3% | -2.7% |
| 6M | -7.4% | +41.5% | -49.0% | -9.7% |
| YTD | +4.1% | +34.6% | -30.6% | +1.8% |
| 1Y | +8.0% | +57.9% | -49.8% | +4.4% |
| 3Y | +48.4% | +159.5% | -111.1% | +37.8% |
| 5Y | +27.2% | +198.5% | -171.2% | +16.4% |
| 10Y | +146.8% | +411.4% | -264.5% | +109.3% |
| All | +973.9% | +273.2% | +700.7% | +595.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling