+11.7%
D vs EXEL
+281.2%
-269.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | -1.4% | -0.8% | -0.6% | -1.3% |
| 30D | +7.7% | +13.1% | -5.4% | +6.3% |
| 3M | -0.3% | +36.3% | -36.6% | -3.7% |
| 6M | +10.1% | +34.5% | -24.5% | +6.3% |
| YTD | +19.1% | +57.4% | -38.4% | +12.6% |
| 1Y | +15.9% | +62.9% | -47.0% | +9.0% |
| 3Y | +75.0% | +229.5% | -154.5% | +45.0% |
| All | +11.7% | +281.2% | -269.5% | -10.4% |
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