+422.3%
XLF vs EXC
+686.4%
-264.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.3% |
| 7D | 0.0% | +0.3% | -0.3% | -0.1% |
| 30D | +0.2% | -3.7% | +3.9% | +1.8% |
| 3M | +11.7% | -1.3% | +13.0% | +12.0% |
| 6M | +13.8% | -9.7% | +23.5% | +18.5% |
| YTD | +7.0% | +2.9% | +4.1% | +4.5% |
| 1Y | +9.1% | +4.4% | +4.8% | +5.7% |
| 3Y | +75.6% | +22.2% | +53.4% | +55.1% |
| 5Y | +66.4% | +46.7% | +19.7% | +32.7% |
| 10Y | +250.3% | +155.3% | +94.9% | +108.8% |
| All | +422.3% | +686.4% | -264.1% | +123.2% |
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