+732.7%
XLB vs EXEL
+273.2%
+459.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -1.4% | +8.4% | -9.8% | -2.3% |
| 30D | -0.4% | +4.1% | -4.5% | -0.9% |
| 3M | +2.0% | +12.4% | -10.5% | +0.4% |
| 6M | +1.8% | +41.5% | -39.7% | -2.6% |
| YTD | +16.6% | +34.6% | -18.1% | +12.1% |
| 1Y | +16.9% | +57.9% | -40.9% | +10.0% |
| 3Y | +32.6% | +159.5% | -126.9% | +15.8% |
| 5Y | +35.6% | +198.5% | -162.8% | +15.3% |
| 10Y | +160.0% | +411.4% | -251.3% | +95.1% |
| All | +732.7% | +273.2% | +459.5% | +335.1% |
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