+14.9%
XLB vs EXC
+4.7%
+10.2%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.0% |
| 7D | -0.2% | +1.2% | -1.5% | -0.3% |
| 30D | -1.7% | -2.7% | +1.0% | -1.6% |
| 3M | +4.4% | -1.0% | +5.3% | +4.5% |
| 6M | +5.0% | -9.3% | +14.3% | +5.5% |
| YTD | +15.5% | +3.6% | +11.8% | +16.3% |
| 1Y | +14.9% | +5.9% | +9.0% | +13.4% |
| All | +14.9% | +4.7% | +10.2% | +13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling