+988.7%
XLY vs EXEL
+254.9%
+733.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.2% |
| 7D | -1.7% | -4.9% | +3.2% | -1.1% |
| 30D | -4.2% | +11.4% | -15.6% | -5.5% |
| 3M | -2.7% | +4.9% | -7.6% | -3.4% |
| 6M | -0.6% | +34.4% | -35.1% | -4.5% |
| YTD | -5.0% | +28.0% | -33.1% | -8.3% |
| 1Y | -4.1% | +43.6% | -47.7% | -9.0% |
| 3Y | +33.6% | +155.2% | -121.6% | +16.4% |
| 5Y | +28.7% | +181.2% | -152.4% | +10.1% |
| 10Y | +219.6% | +368.4% | -148.8% | +142.3% |
| All | +988.7% | +254.9% | +733.8% | +461.9% |
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