+23.8%
ED vs EXEL
+60.1%
-36.3%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.4% |
| 7D | +2.1% | -0.8% | +2.9% | +2.0% |
| 30D | +10.4% | +13.1% | -2.7% | +10.3% |
| 3M | +12.5% | +36.3% | -23.8% | +12.7% |
| 6M | +14.9% | +34.5% | -19.6% | +15.2% |
| YTD | +24.8% | +57.4% | -32.6% | +25.6% |
| 1Y | +23.8% | +62.9% | -39.1% | +23.5% |
| All | +23.8% | +60.1% | -36.3% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling