+1,104.2%
ED vs EXEL
+353.7%
+750.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.3% | -0.3% |
| 7D | -0.1% | +2.3% | -2.4% | -0.2% |
| 30D | +11.6% | +19.8% | -8.3% | +10.7% |
| 3M | +10.5% | +32.7% | -22.1% | +9.2% |
| 6M | +13.2% | +49.0% | -35.7% | +11.2% |
| YTD | +22.1% | +63.7% | -41.5% | +19.3% |
| 1Y | +24.2% | +75.8% | -51.6% | +20.9% |
| 3Y | +46.9% | +241.3% | -194.4% | +38.2% |
| 5Y | +80.8% | +289.0% | -208.2% | +68.5% |
| 10Y | +134.3% | +377.6% | -243.4% | +111.0% |
| All | +1,104.2% | +353.7% | +750.5% | +851.9% |
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 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