+39.3%
EAT vs EXEL
+52.4%
-13.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.4% | -3.4% |
| 7D | -6.8% | -0.3% | -6.5% | -6.7% |
| 30D | -5.4% | +10.1% | -15.5% | -6.7% |
| 3M | +42.8% | +10.1% | +32.7% | +40.3% |
| 6M | +56.5% | +37.7% | +18.8% | +46.9% |
| YTD | +50.0% | +33.1% | +16.9% | +41.6% |
| All | +39.3% | +52.4% | -13.1% | +27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling