+162.1%
EQX vs EXEL
+154.7%
+7.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +1.8% |
| 7D | -3.2% | -4.9% | +1.7% | -2.8% |
| 30D | +7.8% | +11.4% | -3.6% | +7.0% |
| 3M | +21.3% | +4.9% | +16.4% | +20.9% |
| 6M | -22.4% | +34.4% | -56.8% | -23.8% |
| YTD | -11.3% | +28.0% | -39.4% | -12.8% |
| 1Y | +13.5% | +43.6% | -30.1% | +11.7% |
| 3Y | +162.1% | +155.2% | +6.9% | +135.0% |
| All | +162.1% | +154.7% | +7.4% | +135.0% |
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 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