+746.2%
EEM vs EXEL
+823.7%
-77.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.3% |
| 3M | -8.6% | +36.3% | -45.0% | -13.3% |
| 6M | -8.9% | +34.5% | -43.4% | -13.6% |
| YTD | +11.9% | +57.4% | -45.5% | +3.2% |
| 1Y | +13.1% | +62.9% | -49.9% | +3.6% |
| 3Y | +70.7% | +229.5% | -158.9% | +35.6% |
| 5Y | +31.8% | +281.2% | -249.4% | +0.6% |
| 10Y | +119.5% | +320.7% | -201.2% | +50.2% |
| All | +746.2% | +823.7% | -77.5% | +206.7% |
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 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