+269.9%
A vs EXEL
+340.0%
-70.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.5% | +1.5% |
| 7D | -0.1% | +0.3% | -0.3% | -0.1% |
| 30D | +3.4% | +19.0% | -15.7% | +0.2% |
| 3M | +23.8% | +33.3% | -9.4% | +17.5% |
| 6M | +49.0% | +42.9% | +6.1% | +39.4% |
| YTD | +29.4% | +58.7% | -29.3% | +18.5% |
| 1Y | +19.4% | +70.5% | -51.1% | +7.9% |
| 3Y | +66.2% | +233.8% | -167.6% | +29.9% |
| 5Y | +15.8% | +259.3% | -243.6% | -11.7% |
| 10Y | +326.1% | +484.1% | -158.0% | +172.3% |
| All | +269.9% | +340.0% | -70.1% | +26.8% |
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