+1,365.1%
EFX vs EXEL
+273.2%
+1,091.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.2% | -6.2% | -6.3% |
| 7D | -8.6% | +8.4% | -17.0% | -9.4% |
| 30D | +0.1% | +4.1% | -4.0% | -0.4% |
| 3M | +3.8% | +12.4% | -8.6% | +2.5% |
| 6M | -13.5% | +41.5% | -55.1% | -16.9% |
| YTD | -17.7% | +34.6% | -52.3% | -20.6% |
| 1Y | -25.6% | +57.9% | -83.4% | -29.6% |
| 3Y | -12.1% | +159.5% | -171.6% | -22.1% |
| 5Y | -33.8% | +198.5% | -232.3% | -42.7% |
| 10Y | +45.1% | +411.4% | -366.2% | +12.1% |
| All | +1,365.1% | +273.2% | +1,091.9% | +684.9% |
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 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