+224.6%
ESI vs EXEL
+1,007.1%
-782.5%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.0% |
| 7D | +3.3% | +8.4% | -5.1% | +1.9% |
| 30D | -5.9% | +4.1% | -9.9% | -6.7% |
| 3M | -14.1% | +12.4% | -26.5% | -16.0% |
| 6M | +6.6% | +41.5% | -35.0% | 0.0% |
| YTD | +45.0% | +34.6% | +10.4% | +37.1% |
| 1Y | +41.5% | +57.9% | -16.4% | +29.7% |
| 3Y | +78.8% | +159.5% | -80.7% | +47.5% |
| 5Y | +70.9% | +198.5% | -127.6% | +35.7% |
| 10Y | +317.1% | +411.4% | -94.3% | +186.9% |
| All | +224.6% | +1,007.1% | -782.5% | +96.4% |
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