+168.8%
XLB vs EXC
+197.6%
-28.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -1.6% | -1.4% | -0.3% | -1.1% |
| 30D | +7.2% | +8.3% | -1.0% | +3.6% |
| 3M | 0.0% | +2.6% | -2.6% | -1.2% |
| 6M | +2.3% | +5.2% | -2.9% | -0.3% |
| YTD | +18.4% | +7.5% | +10.9% | +13.7% |
| 1Y | +23.3% | +3.2% | +20.2% | +20.5% |
| 3Y | +45.2% | +29.5% | +15.6% | +25.3% |
| 5Y | +31.0% | +39.7% | -8.7% | +7.4% |
| 10Y | +168.8% | +200.1% | -31.3% | +75.6% |
| All | +168.8% | +197.6% | -28.8% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling