+428.8%
XLF vs EXEL
+273.2%
+155.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | 0.0% | +8.4% | -8.4% | -1.2% |
| 30D | +0.2% | +4.1% | -3.9% | -0.6% |
| 3M | +11.7% | +12.4% | -0.7% | +9.5% |
| 6M | +13.8% | +41.5% | -27.8% | +7.4% |
| YTD | +7.0% | +34.6% | -27.6% | +1.6% |
| 1Y | +9.1% | +57.9% | -48.7% | +0.8% |
| 3Y | +75.6% | +159.5% | -83.9% | +47.5% |
| 5Y | +66.4% | +198.5% | -132.1% | +35.0% |
| 10Y | +250.3% | +411.4% | -161.1% | +141.8% |
| All | +428.8% | +273.2% | +155.6% | +148.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling