-67.4%
EL vs EXEL
+195.7%
-263.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.7% |
| 7D | +1.7% | +1.4% | +0.3% | +1.4% |
| 30D | +15.5% | +6.7% | +8.8% | +14.1% |
| 3M | +20.6% | +11.5% | +9.1% | +18.0% |
| 6M | +10.5% | +38.8% | -28.3% | +3.8% |
| YTD | -1.9% | +31.6% | -33.5% | -7.0% |
| 1Y | +16.1% | +53.0% | -36.9% | +6.8% |
| 3Y | -30.2% | +160.8% | -191.1% | -44.7% |
| 5Y | -67.4% | +190.1% | -257.5% | -76.3% |
| All | -67.4% | +195.7% | -263.1% | -76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling