+16,683.1%
EME vs EXEL
+273.2%
+16,409.9%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.9% |
| 3M | -10.7% | +12.4% | -23.2% | -12.5% |
| 6M | +1.9% | +41.5% | -39.6% | -3.7% |
| YTD | +23.5% | +34.6% | -11.2% | +17.4% |
| 1Y | +18.0% | +57.9% | -39.9% | +9.2% |
| 3Y | +236.1% | +159.5% | +76.6% | +183.4% |
| 5Y | +527.9% | +198.5% | +329.4% | +411.6% |
| 10Y | +1,252.8% | +411.4% | +841.4% | +846.2% |
| All | +16,683.1% | +273.2% | +16,409.9% | +8,253.8% |
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