+2,496.4%
EAT vs EXEL
+273.2%
+2,223.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | 0.0% | +8.4% | -8.4% | -1.1% |
| 30D | +1.9% | +4.1% | -2.2% | +1.2% |
| 3M | +68.7% | +12.4% | +56.2% | +65.6% |
| 6M | +66.9% | +41.5% | +25.4% | +58.3% |
| YTD | +60.4% | +34.6% | +25.8% | +53.1% |
| 1Y | +44.0% | +57.9% | -13.9% | +34.1% |
| 3Y | +604.7% | +159.5% | +445.2% | +503.3% |
| 5Y | +347.0% | +198.5% | +148.5% | +274.0% |
| 10Y | +390.8% | +411.4% | -20.6% | +263.6% |
| All | +2,496.4% | +273.2% | +2,223.2% | +1,222.6% |
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 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