+65.0%
XLF vs EXEL
+192.6%
-127.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | -2.9% | -2.9% | 0.0% | -2.5% |
| 30D | -1.6% | +11.9% | -13.5% | -3.1% |
| 3M | +9.3% | +9.2% | 0.0% | +7.8% |
| 6M | +14.6% | +39.1% | -24.5% | +8.9% |
| YTD | +4.7% | +31.0% | -26.3% | +0.2% |
| 1Y | +8.6% | +52.3% | -43.7% | +1.2% |
| 3Y | +73.9% | +159.7% | -85.9% | +45.0% |
| 5Y | +65.0% | +187.7% | -122.7% | +29.2% |
| All | +65.0% | +192.6% | -127.5% | +29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling