+46.7%
XLB vs EXEL
+244.2%
-197.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.2% | +1.5% |
| 7D | -1.4% | +2.3% | -3.7% | -1.6% |
| 30D | +7.1% | +19.8% | -12.7% | +4.9% |
| 3M | +0.6% | +32.7% | -32.1% | -2.6% |
| 6M | +3.5% | +49.0% | -45.5% | -1.2% |
| YTD | +18.2% | +63.7% | -45.4% | +11.6% |
| 1Y | +25.6% | +75.8% | -50.2% | +17.7% |
| 3Y | +46.7% | +241.3% | -194.6% | +27.2% |
| All | +46.7% | +244.2% | -197.6% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling