+53.7%
EFA vs EXEL
+197.1%
-143.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.3% | -1.2% |
| 7D | -0.5% | -0.3% | -0.1% | -0.4% |
| 30D | -1.3% | +10.1% | -11.5% | -2.5% |
| 3M | +5.2% | +10.1% | -4.9% | +3.9% |
| 6M | +9.4% | +37.7% | -28.3% | +5.0% |
| YTD | +12.7% | +33.1% | -20.4% | +8.6% |
| 1Y | +19.3% | +52.4% | -33.1% | +12.9% |
| 3Y | +66.3% | +163.8% | -97.5% | +43.9% |
| All | +53.7% | +197.1% | -143.5% | +24.9% |
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