-36.6%
EFX vs EXEL
+194.6%
-231.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.2% |
| 7D | -9.4% | -0.3% | -9.0% | -9.3% |
| 30D | -6.9% | +10.1% | -17.0% | -8.3% |
| 3M | +0.1% | +10.1% | -10.0% | -1.4% |
| 6M | -17.3% | +37.7% | -55.0% | -21.7% |
| YTD | -21.8% | +33.1% | -54.9% | -25.7% |
| 1Y | -32.5% | +52.4% | -84.9% | -37.6% |
| 3Y | -12.3% | +163.8% | -176.2% | -29.4% |
| 5Y | -36.6% | +198.5% | -235.1% | -53.2% |
| All | -36.6% | +194.6% | -231.2% | -53.2% |
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 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