+43.2%
XLB vs EXC
+31.9%
+11.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.4% |
| 7D | +0.5% | +1.4% | -0.8% | +0.3% |
| 30D | +5.2% | +8.6% | -3.4% | +3.8% |
| 3M | +0.3% | +2.4% | -2.1% | -0.1% |
| 6M | +1.2% | +6.5% | -5.3% | +0.1% |
| YTD | +16.6% | +9.0% | +7.6% | +14.8% |
| 1Y | +21.4% | +4.6% | +16.9% | +20.4% |
| 3Y | +43.2% | +33.5% | +9.7% | +31.0% |
| All | +43.2% | +31.9% | +11.4% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling