+425.8%
XLF vs EXC
+720.4%
-294.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +1.9% | +0.1% | +1.9% | +1.9% |
| 30D | +6.5% | +9.0% | -2.5% | +2.4% |
| 3M | +1.2% | +3.3% | -2.1% | -0.4% |
| 6M | +14.6% | +5.7% | +8.9% | +11.2% |
| YTD | +7.7% | +7.3% | +0.4% | +3.1% |
| 1Y | +11.8% | +2.9% | +8.8% | +8.9% |
| 3Y | +80.1% | +29.3% | +50.8% | +55.0% |
| 5Y | +59.0% | +40.1% | +18.9% | +29.7% |
| 10Y | +224.2% | +197.7% | +26.5% | +80.9% |
| All | +425.8% | +720.4% | -294.6% | +120.2% |
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 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