+18.5%
D vs EXEL
+56.3%
-37.8%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +1.5% | +8.4% | -6.9% | +1.6% |
| 30D | -2.6% | +4.1% | -6.7% | -2.5% |
| 3M | 0.0% | +12.4% | -12.4% | +0.5% |
| 6M | +7.4% | +41.5% | -34.2% | +9.2% |
| YTD | +15.9% | +34.6% | -18.8% | +17.6% |
| All | +18.5% | +56.3% | -37.8% | +20.1% |
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 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