+18.0%
EME vs EXEL
+59.2%
-41.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +1.9% | +8.4% | -6.5% | +0.7% |
| 30D | -8.3% | +4.1% | -12.3% | -8.8% |
| 3M | -10.7% | +12.4% | -23.2% | -12.4% |
| 6M | +1.9% | +41.5% | -39.6% | -3.7% |
| YTD | +23.5% | +34.6% | -11.2% | +17.3% |
| 1Y | +18.0% | +57.9% | -39.9% | +9.7% |
| All | +18.0% | +59.2% | -41.3% | +9.7% |
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