-63.7%
XYZ vs EXC
+41.3%
-105.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.4% | +1.5% | +2.4% |
| 7D | -1.1% | +1.4% | -2.4% | -1.4% |
| 30D | +11.5% | +8.6% | +2.9% | +9.0% |
| 3M | +1.8% | +2.4% | -0.6% | +1.1% |
| 6M | +21.2% | +6.5% | +14.8% | +18.7% |
| YTD | +29.9% | +9.0% | +20.9% | +24.9% |
| 1Y | +35.8% | +4.6% | +31.2% | +32.6% |
| 3Y | +62.6% | +33.5% | +29.1% | +35.6% |
| All | -63.7% | +41.3% | -105.0% | -70.6% |
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