+164.5%
XLB vs EXEL
+378.5%
-214.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.2% |
| 7D | -2.9% | -0.3% | -2.6% | -2.9% |
| 30D | -3.4% | +10.1% | -13.5% | -4.7% |
| 3M | +1.6% | +10.1% | -8.5% | +0.1% |
| 6M | +3.6% | +37.7% | -34.0% | -1.1% |
| YTD | +14.2% | +33.1% | -18.8% | +9.3% |
| 1Y | +15.6% | +52.4% | -36.8% | +8.3% |
| 3Y | +33.1% | +163.8% | -130.7% | +13.4% |
| 5Y | +35.0% | +198.5% | -163.5% | +11.5% |
| 10Y | +164.5% | +386.9% | -222.4% | +104.0% |
| All | +164.5% | +378.5% | -214.0% | +104.0% |
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 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