+622.5%
EIX vs EXEL
+273.2%
+349.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -19.1% | +8.4% | -27.5% | -19.6% |
| 30D | -16.9% | +4.1% | -21.0% | -17.2% |
| 3M | -20.0% | +12.4% | -32.4% | -20.7% |
| 6M | -21.3% | +41.5% | -62.9% | -23.4% |
| YTD | -1.7% | +34.6% | -36.3% | -4.0% |
| 1Y | +9.6% | +57.9% | -48.3% | +5.6% |
| 3Y | -3.7% | +159.5% | -163.2% | -11.0% |
| 5Y | +22.6% | +198.5% | -175.9% | +11.5% |
| 10Y | +17.7% | +411.4% | -393.7% | -0.7% |
| All | +622.5% | +273.2% | +349.3% | +397.5% |
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