+32.5%
XME vs EXEL
+48.5%
-16.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.6% |
| 7D | -4.2% | -4.9% | +0.7% | -3.4% |
| 30D | -2.7% | +11.4% | -14.1% | -4.3% |
| 3M | -3.9% | +4.9% | -8.8% | -4.6% |
| 6M | -1.0% | +34.4% | -35.4% | -4.4% |
| YTD | +9.8% | +28.0% | -18.2% | +6.0% |
| 1Y | +32.5% | +43.6% | -11.1% | +32.7% |
| All | +32.5% | +48.5% | -16.0% | +32.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling