+167.7%
XLB vs EXC
+176.1%
-8.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -1.4% | -1.7% | +0.4% | -0.6% |
| 30D | +7.1% | +9.3% | -2.2% | +3.1% |
| 3M | +0.6% | +1.0% | -0.4% | 0.0% |
| 6M | +3.5% | +5.9% | -2.5% | +0.5% |
| YTD | +18.2% | +7.6% | +10.6% | +13.5% |
| 1Y | +25.6% | +2.4% | +23.2% | +23.1% |
| 3Y | +46.7% | +30.2% | +16.4% | +26.4% |
| 5Y | +30.9% | +41.4% | -10.5% | +6.9% |
| 10Y | +167.7% | +183.8% | -16.0% | +77.5% |
| All | +167.7% | +176.1% | -8.4% | +77.5% |
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