+87.7%
EEM vs EXEL
+164.8%
-77.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.7% | -0.6% |
| 7D | +2.0% | -0.3% | +2.3% | +2.0% |
| 30D | +5.1% | +10.1% | -5.1% | +4.2% |
| 3M | +4.6% | +10.1% | -5.5% | +3.7% |
| 6M | +17.8% | +37.7% | -19.9% | +14.6% |
| YTD | +25.8% | +33.1% | -7.3% | +22.6% |
| 1Y | +36.4% | +52.4% | -16.0% | +31.6% |
| All | +87.7% | +164.8% | -77.1% | +75.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling