+554.0%
XYZ vs EXC
+231.7%
+322.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +2.7% |
| 7D | +12.1% | -1.2% | +13.3% | +12.9% |
| 30D | +12.4% | +10.0% | +2.4% | +7.2% |
| 3M | +8.2% | +1.6% | +6.6% | +7.1% |
| 6M | +20.7% | +3.3% | +17.4% | +17.9% |
| YTD | +31.3% | +7.6% | +23.8% | +24.0% |
| 1Y | +20.5% | +3.5% | +17.0% | +16.0% |
| 3Y | +72.6% | +27.7% | +45.0% | +42.2% |
| 5Y | -64.0% | +41.1% | -105.1% | -72.3% |
| 10Y | +601.8% | +178.2% | +423.6% | +284.6% |
| All | +554.0% | +231.7% | +322.3% | +249.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling