+6.5%
ES vs EXEL
+289.1%
-282.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.0% |
| 7D | -1.1% | +1.6% | -2.7% | -1.2% |
| 30D | +8.2% | +17.4% | -9.1% | +6.6% |
| 3M | +0.6% | +38.6% | -38.0% | -2.5% |
| 6M | +6.0% | +41.2% | -35.2% | +2.5% |
| YTD | +9.3% | +59.3% | -50.0% | +4.4% |
| 1Y | +1.1% | +60.2% | -59.1% | -3.6% |
| 3Y | +51.9% | +232.6% | -180.7% | +30.8% |
| 5Y | +6.5% | +285.9% | -279.4% | -11.3% |
| All | +6.5% | +289.1% | -282.6% | -11.3% |
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 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