+108.1%
XLRE vs EXEL
+892.0%
-783.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.3% | -1.2% |
| 7D | -0.7% | -0.3% | -0.4% | -0.7% |
| 30D | -2.2% | +10.1% | -12.4% | -3.2% |
| 3M | -2.6% | +10.1% | -12.7% | -3.7% |
| 6M | +2.6% | +37.7% | -35.1% | -0.9% |
| YTD | +9.3% | +33.1% | -23.8% | +5.8% |
| 1Y | +7.2% | +52.4% | -45.2% | +2.2% |
| 3Y | +31.3% | +163.8% | -132.5% | +16.8% |
| 5Y | +8.1% | +198.5% | -190.4% | -5.8% |
| 10Y | +88.9% | +386.9% | -298.0% | +57.1% |
| All | +108.1% | +892.0% | -783.9% | +64.2% |
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 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