+2,161.0%
ECL vs EXEL
+340.0%
+1,821.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -2.9% | -1.8% |
| 7D | -0.8% | +0.3% | -1.0% | -0.8% |
| 30D | +8.1% | +19.0% | -10.9% | +6.3% |
| 3M | +6.4% | +33.3% | -26.9% | +3.3% |
| 6M | +14.8% | +42.9% | -28.1% | +10.6% |
| YTD | +15.5% | +58.7% | -43.3% | +10.0% |
| 1Y | +20.1% | +70.5% | -50.4% | +13.5% |
| 3Y | +77.8% | +233.8% | -156.1% | +55.5% |
| 5Y | +37.9% | +259.3% | -221.5% | +18.9% |
| 10Y | +202.7% | +484.1% | -281.5% | +138.2% |
| All | +2,161.0% | +340.0% | +1,821.0% | +1,196.2% |
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