+138.0%
B vs EXEL
+260.1%
-122.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.7% | +0.4% |
| 7D | +9.6% | +0.3% | +9.3% | +9.5% |
| 30D | +3.5% | +19.0% | -15.5% | +1.6% |
| 3M | -1.6% | +33.3% | -34.9% | -4.4% |
| 6M | -1.7% | +42.9% | -44.5% | -5.1% |
| YTD | -5.3% | +58.7% | -64.1% | -9.5% |
| 1Y | +27.2% | +70.5% | -43.3% | +21.1% |
| 3Y | +166.1% | +233.8% | -67.7% | +132.9% |
| All | +138.0% | +260.1% | -122.1% | +109.9% |
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 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