+519.4%
EL vs EXEL
+340.0%
+179.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +1.0% | +2.1% |
| 7D | +0.8% | +0.3% | +0.5% | +0.7% |
| 30D | +16.5% | +19.0% | -2.5% | +14.7% |
| 3M | +29.2% | +33.3% | -4.1% | +25.8% |
| 6M | +27.9% | +42.9% | -14.9% | +23.6% |
| YTD | +6.2% | +58.7% | -52.5% | +1.5% |
| 1Y | +27.2% | +70.5% | -43.3% | +20.8% |
| 3Y | +3.2% | +233.8% | -230.6% | -8.9% |
| 5Y | -66.0% | +259.3% | -325.3% | -70.4% |
| 10Y | +58.3% | +484.1% | -425.8% | +26.7% |
| All | +519.4% | +340.0% | +179.4% | +291.1% |
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