+88.2%
XLRE vs EXEL
+375.2%
-287.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.1% | +1.1% |
| 7D | -1.2% | -4.9% | +3.7% | -0.6% |
| 30D | -2.4% | +11.4% | -13.8% | -3.6% |
| 3M | -2.5% | +4.9% | -7.4% | -3.1% |
| 6M | +4.0% | +34.4% | -30.4% | +0.4% |
| YTD | +9.3% | +28.0% | -18.8% | +6.0% |
| 1Y | +5.6% | +43.6% | -38.1% | +0.9% |
| 3Y | +31.3% | +155.2% | -123.9% | +15.9% |
| 5Y | +9.5% | +181.2% | -171.6% | -5.2% |
| All | +88.2% | +375.2% | -287.0% | +61.4% |
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