+35.8%
EQT vs EXEL
+160.7%
-124.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.7% |
| 7D | -1.2% | -2.9% | +1.7% | -1.0% |
| 30D | +1.1% | +11.9% | -10.8% | +0.5% |
| 3M | +4.8% | +9.2% | -4.4% | +4.1% |
| 6M | -10.6% | +39.1% | -49.7% | -12.8% |
| YTD | +3.4% | +31.0% | -27.6% | +1.3% |
| 1Y | +8.7% | +52.3% | -43.7% | +5.0% |
| All | +35.8% | +160.7% | -124.9% | +21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling