+8.4%
EIX vs EXEL
+231.1%
-222.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.7% | -2.6% |
| 7D | +1.0% | +0.3% | +0.7% | +0.9% |
| 30D | +9.1% | +19.0% | -9.9% | +6.8% |
| 3M | -10.2% | +33.3% | -43.5% | -13.4% |
| 6M | -11.2% | +42.9% | -54.1% | -15.1% |
| YTD | +4.5% | +58.7% | -54.2% | -1.5% |
| 1Y | +10.9% | +70.5% | -59.6% | +3.5% |
| 3Y | +8.4% | +233.8% | -225.4% | -11.1% |
| All | +8.4% | +231.1% | -222.7% | -11.1% |
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