-3.4%
ES vs EXEL
+199.5%
-202.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | +0.3% | +8.4% | -8.1% | -0.4% |
| 30D | -2.0% | +4.1% | -6.0% | -2.4% |
| 3M | +1.7% | +12.4% | -10.7% | +0.6% |
| 6M | -3.5% | +41.5% | -45.1% | -6.6% |
| YTD | +7.9% | +34.6% | -26.7% | +4.8% |
| 1Y | +17.2% | +57.9% | -40.7% | +11.8% |
| 3Y | +29.3% | +159.5% | -130.2% | +14.9% |
| All | -3.4% | +199.5% | -202.9% | -16.3% |
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