+393.0%
EFA vs EXEL
+242.9%
+150.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.7% | -0.3% |
| 7D | +1.2% | +1.4% | -0.2% | +1.0% |
| 30D | -0.7% | +6.7% | -7.4% | -1.5% |
| 3M | +6.4% | +11.5% | -5.1% | +4.9% |
| 6M | +11.4% | +38.8% | -27.4% | +6.7% |
| YTD | +14.0% | +31.6% | -17.6% | +9.8% |
| 1Y | +20.2% | +53.0% | -32.8% | +13.4% |
| 3Y | +68.2% | +160.8% | -92.6% | +46.4% |
| 5Y | +54.8% | +190.1% | -135.3% | +31.6% |
| 10Y | +142.4% | +367.0% | -224.6% | +81.7% |
| All | +393.0% | +242.9% | +150.2% | +163.7% |
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