+543.0%
XYZ vs EXC
+238.3%
+304.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.4% |
| 7D | +9.2% | +1.4% | +7.9% | +8.6% |
| 30D | +9.8% | +11.6% | -1.8% | +4.0% |
| 3M | -0.2% | +2.7% | -2.8% | -1.6% |
| 6M | +18.0% | +2.7% | +15.3% | +15.7% |
| YTD | +29.1% | +9.7% | +19.4% | +20.8% |
| 1Y | +14.1% | +4.5% | +9.6% | +9.4% |
| 3Y | +72.6% | +28.5% | +44.2% | +42.0% |
| 5Y | -64.6% | +43.9% | -108.5% | -73.0% |
| 10Y | +590.0% | +183.7% | +406.2% | +274.6% |
| All | +543.0% | +238.3% | +304.7% | +240.6% |
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 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