+167.1%
XME vs EXEL
+607.7%
-440.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.3% |
| 7D | +0.3% | -0.8% | +1.1% | +0.5% |
| 30D | -6.1% | +13.1% | -19.3% | -8.5% |
| 3M | -18.6% | +36.3% | -55.0% | -23.7% |
| 6M | -23.9% | +34.5% | -58.4% | -28.6% |
| YTD | -9.3% | +57.4% | -66.8% | -17.9% |
| 1Y | +1.8% | +62.9% | -61.2% | -8.5% |
| 3Y | +93.0% | +229.5% | -136.5% | +45.4% |
| 5Y | +107.0% | +281.2% | -174.2% | +48.8% |
| 10Y | +266.9% | +320.7% | -53.8% | +133.2% |
| All | +167.1% | +607.7% | -440.6% | -11.6% |
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