+274.5%
A vs EXEL
+347.1%
-72.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -0.1% | -2.8% | +2.7% | +0.4% |
| 30D | +3.3% | +18.2% | -14.9% | +0.2% |
| 3M | +18.5% | +37.7% | -19.2% | +11.9% |
| 6M | +59.3% | +42.2% | +17.1% | +49.3% |
| YTD | +31.0% | +61.3% | -30.3% | +19.7% |
| 1Y | +19.3% | +64.5% | -45.2% | +8.5% |
| 3Y | +66.8% | +236.7% | -169.9% | +30.3% |
| 5Y | +15.5% | +296.3% | -280.8% | -13.4% |
| 10Y | +312.3% | +331.1% | -18.7% | +179.1% |
| All | +274.5% | +347.1% | -72.6% | +28.0% |
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