+7.8%
D vs EXEL
+199.5%
-191.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +1.5% | +8.4% | -6.9% | +0.6% |
| 30D | -2.6% | +4.1% | -6.7% | -3.0% |
| 3M | 0.0% | +12.4% | -12.4% | -1.3% |
| 6M | +7.4% | +41.5% | -34.2% | +3.1% |
| YTD | +15.9% | +34.6% | -18.8% | +11.7% |
| 1Y | +18.1% | +57.9% | -39.7% | +11.1% |
| 3Y | +58.4% | +159.5% | -101.1% | +36.4% |
| All | +7.8% | +199.5% | -191.8% | -8.2% |
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