-62.3%
XYZ vs EXC
+41.1%
-103.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.3% |
| 7D | +12.6% | +0.1% | +12.5% | +12.6% |
| 30D | +10.8% | +9.0% | +1.8% | +8.2% |
| 3M | +8.4% | +3.3% | +5.1% | +7.3% |
| 6M | +14.3% | +5.7% | +8.7% | +12.1% |
| YTD | +31.5% | +7.3% | +24.1% | +27.0% |
| 1Y | +28.1% | +2.9% | +25.2% | +25.7% |
| 3Y | +66.2% | +29.3% | +36.9% | +40.7% |
| 5Y | -62.3% | +40.1% | -102.4% | -69.6% |
| All | -62.3% | +41.1% | -103.4% | -69.6% |
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 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