+20.4%
EL vs EXEL
+59.2%
-38.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.0% |
| 7D | +0.8% | +8.4% | -7.6% | -0.9% |
| 30D | +19.8% | +4.1% | +15.8% | +18.6% |
| 3M | +25.7% | +12.4% | +13.3% | +22.6% |
| 6M | +5.4% | +41.5% | -36.1% | -1.5% |
| YTD | +0.2% | +34.6% | -34.4% | -6.0% |
| 1Y | +20.4% | +57.9% | -37.4% | +11.5% |
| All | +20.4% | +59.2% | -38.8% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling