+19.3%
A vs EXEL
+70.6%
-51.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -0.1% | -2.8% | +2.7% | +0.6% |
| 30D | +3.3% | +18.2% | -14.9% | -1.1% |
| 3M | +18.5% | +37.7% | -19.2% | +9.1% |
| 6M | +59.3% | +42.2% | +17.1% | +44.6% |
| YTD | +31.0% | +61.3% | -30.3% | +14.5% |
| 1Y | +19.3% | +64.5% | -45.2% | +3.4% |
| All | +19.3% | +70.6% | -51.3% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling