+215.2%
XLY vs EXEL
+375.2%
-160.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.2% |
| 7D | -1.7% | -4.9% | +3.2% | -0.9% |
| 30D | -4.2% | +11.4% | -15.6% | -5.8% |
| 3M | -2.7% | +4.9% | -7.6% | -3.6% |
| 6M | -0.6% | +34.4% | -35.1% | -5.6% |
| YTD | -5.0% | +28.0% | -33.1% | -9.2% |
| 1Y | -4.1% | +43.6% | -47.7% | -10.3% |
| 3Y | +33.6% | +155.2% | -121.6% | +11.7% |
| 5Y | +28.7% | +181.2% | -152.4% | +4.7% |
| All | +215.2% | +375.2% | -160.0% | +144.2% |
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 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