+678.0%
EIX vs EXEL
+353.7%
+324.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.8% | +1.1% |
| 7D | +0.7% | +2.3% | -1.6% | +0.5% |
| 30D | +8.8% | +19.8% | -11.1% | +7.3% |
| 3M | -10.9% | +32.7% | -43.6% | -12.8% |
| 6M | -10.3% | +49.0% | -59.3% | -12.9% |
| YTD | +5.8% | +63.7% | -57.8% | +1.8% |
| 1Y | +11.4% | +75.8% | -64.4% | +6.6% |
| 3Y | +11.1% | +241.3% | -230.2% | +0.6% |
| 5Y | +18.5% | +289.0% | -270.6% | +5.7% |
| 10Y | +32.2% | +377.6% | -345.4% | +12.4% |
| All | +678.0% | +353.7% | +324.3% | +427.9% |
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