+691.3%
ES vs EXEL
+273.2%
+418.2%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | +0.3% | +8.4% | -8.1% | -0.2% |
| 30D | -2.0% | +4.1% | -6.0% | -2.2% |
| 3M | +1.7% | +12.4% | -10.7% | +0.9% |
| 6M | -3.5% | +41.5% | -45.1% | -5.8% |
| YTD | +7.9% | +34.6% | -26.7% | +5.7% |
| 1Y | +17.2% | +57.9% | -40.7% | +13.5% |
| 3Y | +29.3% | +159.5% | -130.2% | +20.5% |
| 5Y | -5.7% | +198.5% | -204.2% | -13.4% |
| 10Y | +85.2% | +411.4% | -326.1% | +58.3% |
| All | +691.3% | +273.2% | +418.2% | +457.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling