+218.8%
A vs EXEL
+273.2%
-54.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -1.9% | +8.4% | -10.3% | -3.4% |
| 30D | +6.9% | +4.1% | +2.8% | +6.0% |
| 3M | +9.2% | +12.4% | -3.2% | +6.8% |
| 6M | +25.7% | +41.5% | -15.9% | +17.7% |
| YTD | +11.5% | +34.6% | -23.1% | +5.3% |
| 1Y | +18.4% | +57.9% | -39.5% | +8.2% |
| 3Y | +26.6% | +159.5% | -132.9% | +3.4% |
| 5Y | -12.8% | +198.5% | -211.3% | -31.5% |
| 10Y | +247.2% | +411.4% | -164.2% | +125.4% |
| All | +218.8% | +273.2% | -54.4% | +12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling