+24.9%
ESI vs EXEL
+92.4%
-67.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.3% | -4.7% |
| 7D | -6.6% | +9.8% | -16.3% | -7.6% |
| 30D | -10.9% | +23.6% | -34.5% | -13.5% |
| 3M | -13.8% | +29.9% | -43.7% | -17.0% |
| 6M | -21.5% | +64.7% | -86.2% | -29.1% |
| YTD | +34.7% | +66.0% | -31.3% | +19.6% |
| 1Y | +24.9% | +92.0% | -67.1% | +5.7% |
| All | +24.9% | +92.4% | -67.5% | +5.7% |
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