+65.2%
EFA vs EXEL
+230.5%
-165.3%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | +2.2% | -0.8% | +3.1% | +2.3% |
| 30D | +1.4% | +13.1% | -11.8% | +0.3% |
| 3M | -4.2% | +36.3% | -40.5% | -6.8% |
| 6M | +1.9% | +34.5% | -32.6% | -0.9% |
| YTD | +10.2% | +57.4% | -47.2% | +5.5% |
| 1Y | +12.8% | +62.9% | -50.2% | +7.7% |
| 3Y | +65.2% | +229.5% | -164.3% | +49.4% |
| All | +65.2% | +230.5% | -165.3% | +49.4% |
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