-14.9%
A vs EXEL
+195.7%
-210.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -2.2% |
| 7D | -2.1% | +1.4% | -3.4% | -2.3% |
| 30D | +0.6% | +6.7% | -6.1% | -0.6% |
| 3M | +10.9% | +11.5% | -0.6% | +8.5% |
| 6M | +28.2% | +38.8% | -10.6% | +20.3% |
| YTD | +8.6% | +31.6% | -23.0% | +2.8% |
| 1Y | +15.5% | +53.0% | -37.5% | +6.2% |
| 3Y | +31.8% | +160.8% | -129.0% | +4.4% |
| 5Y | -14.9% | +190.1% | -205.0% | -37.2% |
| All | -14.9% | +195.7% | -210.6% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling