+614.7%
EAT vs EXEL
+160.6%
+454.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.1% | -3.0% |
| 7D | -4.9% | +1.4% | -6.3% | -5.1% |
| 30D | -1.2% | +6.7% | -7.9% | -2.3% |
| 3M | +52.2% | +11.5% | +40.8% | +49.1% |
| 6M | +65.0% | +38.8% | +26.2% | +54.6% |
| YTD | +55.0% | +31.6% | +23.4% | +46.6% |
| 1Y | +42.1% | +53.0% | -10.9% | +30.4% |
| 3Y | +614.7% | +160.8% | +453.9% | +468.6% |
| All | +614.7% | +160.6% | +454.1% | +468.6% |
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 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