+854.3%
EEM vs EXEL
+690.0%
+164.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | +2.3% | +8.4% | -6.1% | +1.0% |
| 30D | +4.5% | +4.1% | +0.5% | +3.7% |
| 3M | -0.1% | +12.4% | -12.5% | -2.2% |
| 6M | +16.9% | +41.5% | -24.6% | +10.0% |
| YTD | +26.2% | +34.6% | -8.4% | +19.5% |
| 1Y | +40.5% | +57.9% | -17.4% | +29.0% |
| 3Y | +86.2% | +159.5% | -73.3% | +53.7% |
| 5Y | +45.5% | +198.5% | -153.0% | +15.4% |
| 10Y | +128.6% | +411.4% | -282.7% | +48.8% |
| All | +854.3% | +690.0% | +164.3% | +255.2% |
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