+137.4%
XME vs EXEL
+160.6%
-23.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.4% |
| 7D | +3.6% | +1.4% | +2.2% | +3.4% |
| 30D | +3.6% | +6.7% | -3.0% | +2.8% |
| 3M | +1.2% | +11.5% | -10.2% | -0.2% |
| 6M | +9.0% | +38.8% | -29.7% | +4.9% |
| YTD | +15.9% | +31.6% | -15.7% | +11.9% |
| 1Y | +43.2% | +53.0% | -9.8% | +36.3% |
| 3Y | +137.4% | +160.8% | -23.5% | +111.2% |
| All | +137.4% | +160.6% | -23.2% | +111.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling