+58.2%
ECL vs EXEL
+160.6%
-102.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -2.6% | +8.4% | -11.0% | -3.4% |
| 30D | -2.2% | +4.1% | -6.2% | -2.7% |
| 3M | +10.1% | +12.4% | -2.3% | +8.7% |
| 6M | -5.7% | +41.5% | -47.3% | -9.2% |
| YTD | +7.0% | +34.6% | -27.7% | +3.4% |
| 1Y | +2.7% | +57.9% | -55.2% | -2.5% |
| All | +58.2% | +160.6% | -102.4% | +42.9% |
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