+322.7%
EAT vs EXEL
+195.7%
+127.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.1% | -2.7% |
| 7D | -4.9% | +1.4% | -6.3% | -5.3% |
| 30D | -1.2% | +6.7% | -7.9% | -3.0% |
| 3M | +52.2% | +11.5% | +40.8% | +47.2% |
| 6M | +65.0% | +38.8% | +26.2% | +48.8% |
| YTD | +55.0% | +31.6% | +23.4% | +41.7% |
| 1Y | +42.1% | +53.0% | -10.9% | +23.4% |
| 3Y | +614.7% | +160.8% | +453.9% | +378.3% |
| 5Y | +322.7% | +190.1% | +132.7% | +148.3% |
| All | +322.7% | +195.7% | +127.0% | +148.3% |
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