+248.8%
XLF vs EXEL
+375.2%
-126.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +2.9% | +1.0% |
| 7D | -1.5% | -4.9% | +3.4% | -0.7% |
| 30D | -1.2% | +11.4% | -12.6% | -2.8% |
| 3M | +9.2% | +4.9% | +4.3% | +8.1% |
| 6M | +16.3% | +34.4% | -18.1% | +10.6% |
| YTD | +5.4% | +28.0% | -22.6% | +0.8% |
| 1Y | +7.6% | +43.6% | -36.0% | +0.6% |
| 3Y | +74.2% | +155.2% | -81.0% | +45.5% |
| 5Y | +66.1% | +181.2% | -115.0% | +34.5% |
| All | +248.8% | +375.2% | -126.3% | +157.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling