+122.2%
ALL vs EXEL
+199.5%
-77.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | 0.0% | +8.4% | -8.3% | -0.8% |
| 30D | -1.5% | +4.1% | -5.6% | -2.0% |
| 3M | +23.6% | +12.4% | +11.2% | +21.9% |
| 6M | +22.3% | +41.5% | -19.2% | +17.2% |
| YTD | +26.5% | +34.6% | -8.1% | +21.7% |
| 1Y | +27.0% | +57.9% | -30.9% | +19.4% |
| 3Y | +149.6% | +159.5% | -9.9% | +113.2% |
| All | +122.2% | +199.5% | -77.3% | +78.4% |
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