+28.4%
XLY vs EXC
+43.4%
-15.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -1.7% | -1.1% | -0.6% | -1.5% |
| 30D | -4.2% | -3.6% | -0.5% | -3.5% |
| 3M | -2.7% | -4.3% | +1.6% | -2.0% |
| 6M | -0.6% | -9.9% | +9.3% | +1.2% |
| YTD | -5.0% | +1.8% | -6.8% | -5.9% |
| 1Y | -4.1% | +2.9% | -7.0% | -5.5% |
| 3Y | +33.6% | +19.1% | +14.5% | +25.1% |
| All | +28.4% | +43.4% | -15.0% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling