+116.1%
XME vs EXEL
+286.3%
-170.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +1.5% | -2.8% | +4.3% | +2.1% |
| 30D | -7.3% | +18.2% | -25.5% | -10.0% |
| 3M | -17.4% | +37.7% | -55.2% | -22.0% |
| 6M | -21.8% | +42.2% | -64.0% | -26.7% |
| YTD | -6.0% | +61.3% | -67.3% | -13.9% |
| 1Y | +3.8% | +64.5% | -60.7% | -5.3% |
| 3Y | +100.0% | +236.7% | -136.6% | +52.0% |
| 5Y | +116.1% | +296.3% | -180.2% | +57.1% |
| All | +116.1% | +286.3% | -170.3% | +57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling