+32.2%
EEM vs EXEL
+281.2%
-249.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | +2.7% | -0.8% | +3.5% | +2.8% |
| 30D | -5.4% | +13.1% | -18.5% | -6.7% |
| 3M | -8.6% | +36.3% | -45.0% | -11.8% |
| 6M | -8.9% | +34.5% | -43.4% | -12.1% |
| YTD | +11.9% | +57.4% | -45.5% | +5.8% |
| 1Y | +13.1% | +62.9% | -49.9% | +6.5% |
| 3Y | +70.7% | +229.5% | -158.9% | +43.6% |
| All | +32.2% | +281.2% | -249.0% | +8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling