+376.6%
EFA vs EXEL
+310.2%
+66.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.1% |
| 3M | -4.2% | +36.3% | -40.5% | -7.7% |
| 6M | +1.9% | +34.5% | -32.6% | -1.9% |
| YTD | +10.2% | +57.4% | -47.2% | +3.8% |
| 1Y | +12.8% | +62.9% | -50.2% | +5.8% |
| 3Y | +65.2% | +229.5% | -164.3% | +40.0% |
| 5Y | +49.8% | +281.2% | -231.4% | +23.4% |
| 10Y | +145.2% | +320.7% | -175.6% | +87.5% |
| All | +376.6% | +310.2% | +66.4% | +149.3% |
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