+1.8%
ES vs EXEL
+60.1%
-58.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.9% |
| 7D | +2.7% | -0.8% | +3.5% | +2.7% |
| 30D | +7.6% | +13.1% | -5.5% | +6.6% |
| 3M | +0.5% | +36.3% | -35.8% | -1.5% |
| 6M | +7.6% | +34.5% | -26.9% | +5.9% |
| YTD | +10.2% | +57.4% | -47.2% | +7.9% |
| 1Y | +1.8% | +62.9% | -61.1% | -2.0% |
| All | +1.8% | +60.1% | -58.3% | -2.0% |
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 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