+168.8%
XLB vs EXEL
+354.7%
-185.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | -1.6% | -2.8% | +1.2% | -1.2% |
| 30D | +7.2% | +18.2% | -10.9% | +4.7% |
| 3M | 0.0% | +37.7% | -37.7% | -4.6% |
| 6M | +2.3% | +42.2% | -39.9% | -3.0% |
| YTD | +18.4% | +61.3% | -42.9% | +9.9% |
| 1Y | +23.3% | +64.5% | -41.2% | +14.1% |
| 3Y | +45.2% | +236.7% | -191.5% | +18.4% |
| 5Y | +31.0% | +296.3% | -265.4% | +2.8% |
| 10Y | +168.8% | +331.1% | -162.3% | +103.9% |
| All | +168.8% | +354.7% | -185.9% | +103.9% |
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