+32.8%
A vs EXEL
+164.9%
-132.1%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -1.9% | +8.4% | -10.3% | -3.0% |
| 30D | +6.9% | +4.1% | +2.8% | +6.2% |
| 3M | +9.2% | +12.4% | -3.2% | +7.4% |
| 6M | +25.7% | +41.5% | -15.9% | +20.0% |
| YTD | +11.5% | +34.6% | -23.1% | +7.1% |
| 1Y | +18.4% | +57.9% | -39.5% | +11.6% |
| All | +32.8% | +164.9% | -132.1% | +15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling