+2,232.9%
ALL vs EXEL
+273.2%
+1,959.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | 0.0% | +8.4% | -8.3% | -0.9% |
| 30D | -1.5% | +4.1% | -5.6% | -2.1% |
| 3M | +23.6% | +12.4% | +11.2% | +21.8% |
| 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% | +19.6% |
| 3Y | +149.6% | +159.5% | -9.9% | +119.1% |
| 5Y | +118.1% | +198.5% | -80.4% | +86.5% |
| 10Y | +369.0% | +411.4% | -42.4% | +254.6% |
| All | +2,232.9% | +273.2% | +1,959.7% | +1,171.3% |
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