+584.9%
XYZ vs EXC
+205.3%
+379.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.4% | +1.5% | +2.1% |
| 7D | -1.1% | +1.4% | -2.4% | -1.7% |
| 30D | +11.5% | +8.6% | +2.9% | +6.9% |
| 3M | +1.8% | +2.4% | -0.6% | +0.4% |
| 6M | +21.2% | +6.5% | +14.8% | +16.6% |
| YTD | +29.9% | +9.0% | +20.9% | +21.7% |
| 1Y | +35.8% | +4.6% | +31.2% | +29.9% |
| 3Y | +62.6% | +33.5% | +29.1% | +29.3% |
| 5Y | -62.8% | +41.4% | -104.2% | -71.8% |
| All | +584.9% | +205.3% | +379.6% | +298.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling