+22.7%
C vs EXEL
+74.8%
-52.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.7% | +2.1% |
| 7D | -0.9% | +2.3% | -3.2% | -1.1% |
| 30D | -5.4% | +19.8% | -25.2% | -6.8% |
| 3M | -9.2% | +32.7% | -41.8% | -11.3% |
| 6M | -1.8% | +49.0% | -50.8% | -4.8% |
| YTD | +6.7% | +63.7% | -57.0% | +1.7% |
| All | +22.7% | +74.8% | -52.2% | +15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling