+208.1%
C vs EXEL
+231.1%
-23.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.7% | +0.4% |
| 7D | -2.4% | +0.3% | -2.7% | -2.4% |
| 30D | -6.0% | +19.0% | -25.0% | -7.8% |
| 3M | -10.5% | +33.3% | -43.8% | -13.5% |
| 6M | -5.7% | +42.9% | -48.6% | -9.7% |
| YTD | +4.1% | +58.7% | -54.6% | -1.9% |
| 1Y | +20.5% | +70.5% | -50.0% | +12.5% |
| 3Y | +208.1% | +233.8% | -25.7% | +162.9% |
| All | +208.1% | +231.1% | -23.0% | +162.9% |
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