+133.5%
C vs EXEL
+180.6%
-47.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.6% |
| 7D | +0.8% | -4.9% | +5.7% | +1.5% |
| 30D | +0.9% | +11.4% | -10.5% | -0.7% |
| 3M | +1.1% | +4.9% | -3.8% | +0.2% |
| 6M | +28.4% | +34.4% | -6.0% | +22.2% |
| YTD | +20.8% | +28.0% | -7.3% | +15.6% |
| 1Y | +43.4% | +43.6% | -0.2% | +34.4% |
| 3Y | +274.9% | +155.2% | +119.7% | +211.9% |
| All | +133.5% | +180.6% | -47.1% | +83.0% |
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