+381.6%
COMP vs EXEL
+231.1%
+150.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.3% | +9.5% | +10.4% |
| 7D | +13.4% | +0.3% | +13.2% | +13.5% |
| 30D | +11.1% | +19.0% | -7.9% | +5.8% |
| 3M | -18.8% | +33.3% | -52.1% | -25.2% |
| 6M | +10.5% | +42.9% | -32.4% | -0.5% |
| YTD | -3.4% | +58.7% | -62.1% | -15.5% |
| 1Y | +19.7% | +70.5% | -50.8% | +2.8% |
| 3Y | +381.6% | +233.8% | +147.8% | +238.1% |
| All | +381.6% | +231.1% | +150.5% | +238.1% |
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