+66.2%
A vs EXEL
+231.1%
-164.9%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.5% | +1.6% |
| 7D | -0.1% | +0.3% | -0.3% | -0.1% |
| 30D | +3.4% | +19.0% | -15.7% | +0.9% |
| 3M | +23.8% | +33.3% | -9.4% | +19.0% |
| 6M | +49.0% | +42.9% | +6.1% | +41.8% |
| YTD | +29.4% | +58.7% | -29.3% | +21.4% |
| 1Y | +19.4% | +70.5% | -51.1% | +11.3% |
| 3Y | +66.2% | +233.8% | -167.6% | +37.5% |
| All | +66.2% | +231.1% | -164.9% | +37.5% |
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