+3.2%
EL vs EXEL
+231.1%
-227.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +1.0% | +2.0% |
| 7D | +0.8% | +0.3% | +0.5% | +0.7% |
| 30D | +16.5% | +19.0% | -2.5% | +13.6% |
| 3M | +29.2% | +33.3% | -4.1% | +23.8% |
| 6M | +27.9% | +42.9% | -14.9% | +21.3% |
| YTD | +6.2% | +58.7% | -52.5% | -0.9% |
| 1Y | +27.2% | +70.5% | -43.3% | +17.9% |
| 3Y | +3.2% | +233.8% | -230.6% | -21.6% |
| All | +3.2% | +231.1% | -227.9% | -21.6% |
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