+64.7%
D vs EXEL
+164.9%
-100.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +1.5% | +8.4% | -6.9% | +0.7% |
| 30D | -2.6% | +4.1% | -6.7% | -3.0% |
| 3M | 0.0% | +12.4% | -12.4% | -1.1% |
| 6M | +7.4% | +41.5% | -34.2% | +3.5% |
| YTD | +15.9% | +34.6% | -18.8% | +12.1% |
| 1Y | +18.1% | +57.9% | -39.7% | +11.5% |
| All | +64.7% | +164.9% | -100.1% | +33.9% |
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