+9.1%
XLF vs EXC
+2.6%
+6.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.8% |
| 7D | 0.0% | -0.7% | +0.7% | 0.0% |
| 30D | +0.2% | -4.6% | +4.8% | +0.1% |
| 3M | +11.7% | -2.2% | +13.9% | +11.8% |
| 6M | +13.8% | -10.6% | +24.4% | +13.1% |
| YTD | +7.0% | +1.9% | +5.1% | +7.0% |
| 1Y | +9.1% | +3.4% | +5.7% | +9.8% |
| All | +9.1% | +2.6% | +6.6% | +9.8% |
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