+107.5%
ALL vs EXEL
+231.1%
-123.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.3% | -5.7% | -4.5% |
| 7D | -1.9% | +0.3% | -2.2% | -2.0% |
| 30D | +13.8% | +19.0% | -5.3% | +12.6% |
| 3M | -7.0% | +33.3% | -40.3% | -8.6% |
| 6M | +18.0% | +42.9% | -24.8% | +15.3% |
| YTD | +24.2% | +58.7% | -34.5% | +20.3% |
| 1Y | +31.2% | +70.5% | -39.3% | +26.3% |
| 3Y | +107.5% | +233.8% | -126.3% | +88.9% |
| All | +107.5% | +231.1% | -123.6% | +88.9% |
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