+50.7%
XRT vs EXEL
+231.1%
-180.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.9% |
| 7D | +0.9% | +0.3% | +0.6% | +0.8% |
| 30D | +7.9% | +19.0% | -11.1% | +5.2% |
| 3M | -0.2% | +33.3% | -33.5% | -4.4% |
| 6M | +5.6% | +42.9% | -37.3% | 0.0% |
| YTD | +5.7% | +58.7% | -53.1% | -1.8% |
| 1Y | +14.6% | +70.5% | -55.9% | +5.4% |
| 3Y | +50.7% | +233.8% | -183.2% | +19.1% |
| All | +50.7% | +231.1% | -180.5% | +19.1% |
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 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