+75.2%
XLF vs EXC
+21.1%
+54.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.5% |
| 7D | +0.2% | +1.2% | -1.1% | 0.0% |
| 30D | -0.5% | -2.7% | +2.2% | -0.1% |
| 3M | +10.6% | -1.0% | +11.6% | +10.7% |
| 6M | +14.3% | -9.3% | +23.6% | +15.8% |
| YTD | +5.5% | +3.6% | +1.9% | +4.3% |
| 1Y | +9.6% | +5.9% | +3.7% | +7.7% |
| 3Y | +75.2% | +21.3% | +53.9% | +65.2% |
| All | +75.2% | +21.1% | +54.1% | +65.2% |
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