-0.7%
XRT vs EXEL
+195.7%
-196.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.7% |
| 7D | -0.3% | +1.4% | -1.6% | -0.5% |
| 30D | -5.6% | +6.7% | -12.3% | -6.9% |
| 3M | +2.5% | +11.5% | -8.9% | +0.1% |
| 6M | +3.7% | +38.8% | -35.1% | -3.7% |
| YTD | +1.0% | +31.6% | -30.6% | -5.4% |
| 1Y | -1.2% | +53.0% | -54.2% | -10.8% |
| 3Y | +43.4% | +160.8% | -117.5% | +8.7% |
| 5Y | -0.7% | +190.1% | -190.8% | -32.1% |
| All | -0.7% | +195.7% | -196.5% | -32.1% |
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