+991.3%
ED vs EXEL
+273.2%
+718.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -0.2% | +8.4% | -8.6% | -0.5% |
| 30D | -0.1% | +4.1% | -4.2% | -0.3% |
| 3M | +3.9% | +12.4% | -8.5% | +3.4% |
| 6M | -3.0% | +41.5% | -44.6% | -4.6% |
| YTD | +10.7% | +34.6% | -23.9% | +9.1% |
| 1Y | +13.3% | +57.9% | -44.5% | +10.8% |
| 3Y | +34.5% | +159.5% | -125.0% | +28.0% |
| 5Y | +67.1% | +198.5% | -131.3% | +57.4% |
| 10Y | +103.0% | +411.4% | -308.3% | +81.8% |
| All | +991.3% | +273.2% | +718.1% | +770.1% |
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