+407.7%
XME vs EXEL
+386.3%
+21.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.2% | -3.4% |
| 7D | -3.0% | -2.9% | -0.2% | -2.5% |
| 30D | -2.6% | +11.9% | -14.5% | -4.6% |
| 3M | +2.2% | +9.2% | -7.1% | +0.4% |
| 6M | +0.7% | +39.1% | -38.4% | -5.5% |
| YTD | +10.9% | +31.0% | -20.1% | +5.0% |
| 1Y | +35.7% | +52.3% | -16.6% | +24.4% |
| 3Y | +127.1% | +159.7% | -32.6% | +83.0% |
| 5Y | +168.5% | +187.7% | -19.3% | +108.5% |
| All | +407.7% | +386.3% | +21.4% | +242.3% |
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