+86.3%
ESI vs EXEL
+160.6%
-74.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.8% | +0.8% |
| 7D | +5.4% | +1.4% | +4.0% | +5.2% |
| 30D | -4.2% | +6.7% | -10.9% | -5.1% |
| 3M | -9.6% | +11.5% | -21.1% | -11.2% |
| 6M | +18.3% | +38.8% | -20.5% | +12.3% |
| YTD | +45.8% | +31.6% | +14.3% | +39.3% |
| 1Y | +39.2% | +53.0% | -13.9% | +30.1% |
| 3Y | +86.3% | +160.8% | -74.6% | +59.2% |
| All | +86.3% | +160.6% | -74.3% | +59.2% |
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