+816.1%
XLB vs EXC
+722.0%
+94.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.2% | +0.1% |
| 7D | -1.5% | -1.2% | -0.3% | -1.0% |
| 30D | +6.1% | +10.0% | -3.9% | +2.1% |
| 3M | 0.0% | +1.6% | -1.6% | -0.8% |
| 6M | 0.0% | +3.3% | -3.3% | -1.7% |
| YTD | +16.0% | +7.6% | +8.5% | +11.7% |
| 1Y | +24.7% | +3.5% | +21.3% | +21.9% |
| 3Y | +40.4% | +27.7% | +12.7% | +23.9% |
| 5Y | +30.7% | +41.1% | -10.5% | +9.6% |
| 10Y | +173.3% | +178.2% | -4.9% | +69.6% |
| All | +816.1% | +722.0% | +94.1% | +354.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling