+152.6%
XRT vs EXEL
+445.6%
-293.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.1% | +0.5% | +3.1% |
| 7D | +2.5% | +2.3% | +0.2% | +2.0% |
| 30D | +10.3% | +19.8% | -9.5% | +6.7% |
| 3M | +2.4% | +32.7% | -30.3% | -2.9% |
| 6M | +10.0% | +49.0% | -39.0% | +1.8% |
| YTD | +9.5% | +63.7% | -54.1% | -0.7% |
| 1Y | +17.2% | +75.8% | -58.6% | +4.7% |
| 3Y | +62.0% | +241.3% | -179.3% | +24.3% |
| 5Y | -2.1% | +289.0% | -291.1% | -27.5% |
| 10Y | +152.6% | +377.6% | -225.1% | +73.5% |
| All | +152.6% | +445.6% | -293.0% | +73.5% |
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