+73.5%
XYZ vs EXC
+28.9%
+44.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.6% |
| 7D | +14.9% | -1.7% | +16.6% | +14.7% |
| 30D | +14.7% | +9.3% | +5.3% | +15.8% |
| 3M | +12.1% | +1.0% | +11.1% | +12.1% |
| 6M | +18.3% | +5.9% | +12.4% | +19.2% |
| YTD | +36.1% | +7.6% | +28.4% | +37.4% |
| 1Y | +35.3% | +2.4% | +32.9% | +36.6% |
| 3Y | +73.5% | +30.2% | +43.2% | +60.6% |
| All | +73.5% | +28.9% | +44.6% | +60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling