+2,206.6%
ECL vs EXEL
+353.7%
+1,852.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.1% | -1.1% | +1.7% |
| 7D | -0.5% | +2.3% | -2.8% | -0.8% |
| 30D | +8.8% | +19.8% | -11.0% | +6.9% |
| 3M | +7.8% | +32.7% | -24.8% | +4.8% |
| 6M | +21.3% | +49.0% | -27.7% | +16.5% |
| YTD | +17.8% | +63.7% | -45.9% | +11.8% |
| 1Y | +21.1% | +75.8% | -54.7% | +14.1% |
| 3Y | +80.1% | +241.3% | -161.2% | +57.2% |
| 5Y | +40.5% | +289.0% | -248.6% | +20.3% |
| 10Y | +197.7% | +377.6% | -179.9% | +139.0% |
| All | +2,206.6% | +353.7% | +1,852.9% | +1,218.4% |
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