+178.7%
XHB vs EXEL
+462.0%
-283.3%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -1.3% | +8.4% | -9.7% | -2.9% |
| 30D | -6.9% | +4.1% | -11.0% | -7.7% |
| 3M | -1.3% | +12.4% | -13.7% | -3.7% |
| 6M | -6.8% | +41.5% | -48.3% | -13.4% |
| YTD | +0.7% | +34.6% | -33.9% | -5.7% |
| 1Y | -11.2% | +57.9% | -69.1% | -19.8% |
| 3Y | +25.3% | +159.5% | -134.2% | -0.2% |
| 5Y | +37.3% | +198.5% | -161.2% | +4.5% |
| 10Y | +211.5% | +411.4% | -199.8% | +89.0% |
| All | +178.7% | +462.0% | -283.3% | -9.5% |
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 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