+425.1%
XLF vs EXC
+722.2%
-297.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.7% |
| 7D | +1.2% | -1.9% | +3.2% | +2.1% |
| 30D | +6.2% | +7.8% | -1.6% | +2.6% |
| 3M | +0.9% | +1.9% | -1.0% | -0.1% |
| 6M | +13.6% | +3.4% | +10.3% | +11.4% |
| YTD | +7.6% | +7.6% | 0.0% | +2.9% |
| 1Y | +10.2% | +2.1% | +8.1% | +7.8% |
| 3Y | +79.8% | +29.6% | +50.2% | +54.6% |
| 5Y | +58.0% | +39.5% | +18.5% | +29.1% |
| 10Y | +222.8% | +200.2% | +22.6% | +79.4% |
| All | +425.1% | +722.2% | -297.1% | +119.6% |
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