+570.7%
EME vs EXEL
+180.6%
+390.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.3% | +6.6% | +4.6% |
| 7D | +3.5% | -4.9% | +8.4% | +4.2% |
| 30D | -6.3% | +11.4% | -17.7% | -7.9% |
| 3M | -3.8% | +4.9% | -8.7% | -4.7% |
| 6M | +8.5% | +34.4% | -25.9% | +3.4% |
| YTD | +27.8% | +28.0% | -0.2% | +22.4% |
| 1Y | +22.2% | +43.6% | -21.4% | +14.8% |
| 3Y | +253.5% | +155.2% | +98.3% | +193.8% |
| All | +570.7% | +180.6% | +390.1% | +426.0% |
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