+75.0%
D vs EXEL
+230.5%
-155.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | -1.4% | -0.8% | -0.6% | -1.3% |
| 30D | +7.7% | +13.1% | -5.4% | +6.5% |
| 3M | -0.3% | +36.3% | -36.6% | -3.1% |
| 6M | +10.1% | +34.5% | -24.5% | +7.0% |
| YTD | +19.1% | +57.4% | -38.4% | +13.6% |
| 1Y | +15.9% | +62.9% | -47.0% | +9.9% |
| 3Y | +75.0% | +229.5% | -154.5% | +43.1% |
| All | +75.0% | +230.5% | -155.5% | +43.1% |
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