-30.6%
EFX vs EXEL
+289.1%
-319.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.7% |
| 7D | -3.6% | +1.6% | -5.3% | -3.9% |
| 30D | +25.3% | +17.4% | +7.9% | +22.1% |
| 3M | +3.8% | +38.6% | -34.8% | -1.6% |
| 6M | +12.7% | +41.2% | -28.5% | +6.4% |
| YTD | -13.1% | +59.3% | -72.5% | -20.0% |
| 1Y | -9.3% | +60.2% | -69.5% | -16.7% |
| 3Y | +3.5% | +232.6% | -229.0% | -20.9% |
| 5Y | -30.6% | +285.9% | -316.5% | -50.9% |
| All | -30.6% | +289.1% | -319.7% | -50.9% |
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