+79.0%
ESI vs EXEL
+234.5%
-155.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -2.0% |
| 7D | +8.3% | +1.6% | +6.7% | +8.1% |
| 30D | -10.4% | +17.4% | -27.8% | -12.1% |
| 3M | -13.2% | +38.6% | -51.8% | -16.6% |
| 6M | -23.9% | +41.2% | -65.1% | -27.4% |
| YTD | +34.2% | +59.3% | -25.2% | +25.5% |
| 1Y | +22.2% | +60.2% | -38.0% | +14.2% |
| All | +79.0% | +234.5% | -155.4% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling