+159.6%
XLB vs EXC
+154.0%
+5.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.2% |
| 7D | -0.2% | +1.2% | -1.5% | -0.8% |
| 30D | -1.7% | -2.7% | +1.0% | -0.7% |
| 3M | +4.4% | -1.0% | +5.3% | +4.5% |
| 6M | +5.0% | -9.3% | +14.3% | +8.9% |
| YTD | +15.5% | +3.6% | +11.8% | +12.8% |
| 1Y | +14.9% | +5.9% | +9.0% | +10.9% |
| 3Y | +34.5% | +21.3% | +13.2% | +19.9% |
| 5Y | +36.5% | +46.2% | -9.6% | +9.7% |
| 10Y | +159.6% | +151.5% | +8.1% | +75.6% |
| All | +159.6% | +154.0% | +5.6% | +75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded EXC 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling