+4.0%
EFX vs EXEL
+234.5%
-230.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.7% |
| 7D | -3.6% | +1.6% | -5.3% | -3.8% |
| 30D | +25.3% | +17.4% | +7.9% | +22.9% |
| 3M | +3.8% | +38.6% | -34.8% | 0.0% |
| 6M | +12.7% | +41.2% | -28.5% | +8.3% |
| YTD | -13.1% | +59.3% | -72.5% | -18.0% |
| 1Y | -9.3% | +60.2% | -69.5% | -14.5% |
| All | +4.0% | +234.5% | -230.4% | -14.2% |
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 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