+40.9%
XYZ vs EXC
+22.2%
+18.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.3% | -0.8% |
| 7D | -1.0% | +0.3% | -1.3% | -1.0% |
| 30D | -1.7% | -3.7% | +2.0% | -1.9% |
| 3M | +16.7% | -1.3% | +18.0% | +16.7% |
| 6M | +26.9% | -9.7% | +36.6% | +26.5% |
| YTD | +27.1% | +2.9% | +24.3% | +27.2% |
| 1Y | +9.3% | +4.4% | +4.9% | +9.1% |
| All | +40.9% | +22.2% | +18.7% | +26.6% |
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