+513.3%
XRT vs EXEL
+505.2%
+8.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +0.8% | +8.4% | -7.6% | -0.6% |
| 30D | -4.2% | +4.1% | -8.3% | -4.9% |
| 3M | +5.1% | +12.4% | -7.3% | +2.9% |
| 6M | +2.4% | +41.5% | -39.1% | -3.8% |
| YTD | +3.2% | +34.6% | -31.4% | -2.4% |
| 1Y | +1.5% | +57.9% | -56.3% | -6.9% |
| 3Y | +40.6% | +159.5% | -118.9% | +16.3% |
| 5Y | -1.0% | +198.5% | -199.5% | -20.9% |
| 10Y | +128.4% | +411.4% | -282.9% | +53.3% |
| All | +513.3% | +505.2% | +8.1% | +153.5% |
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 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