+233.4%
XHB vs EXEL
+320.7%
-87.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.0% |
| 7D | -0.2% | -0.8% | +0.6% | -0.1% |
| 30D | +9.9% | +13.1% | -3.2% | +7.6% |
| 3M | -6.3% | +36.3% | -42.6% | -11.4% |
| 6M | +3.8% | +34.5% | -30.7% | -1.7% |
| YTD | +0.1% | +57.4% | -57.3% | -8.1% |
| 1Y | -0.8% | +62.9% | -63.7% | -9.6% |
| 3Y | +35.6% | +229.5% | -193.9% | +6.3% |
| 5Y | +29.6% | +281.2% | -251.7% | -2.5% |
| All | +233.4% | +320.7% | -87.3% | +139.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling