+841.8%
D vs EXEL
+340.0%
+501.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.7% | -1.6% |
| 7D | +3.0% | +0.3% | +2.7% | +2.9% |
| 30D | +11.5% | +19.0% | -7.6% | +10.4% |
| 3M | +3.7% | +33.3% | -29.5% | +2.1% |
| 6M | +13.5% | +42.9% | -29.3% | +11.2% |
| YTD | +20.7% | +58.7% | -38.0% | +17.4% |
| 1Y | +18.2% | +70.5% | -52.3% | +14.4% |
| 3Y | +73.3% | +233.8% | -160.5% | +60.7% |
| 5Y | +12.3% | +259.3% | -247.1% | +3.2% |
| 10Y | +43.4% | +484.1% | -440.7% | +25.0% |
| All | +841.8% | +340.0% | +501.9% | +619.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling