+200.4%
ESI vs EXEL
+1,210.3%
-1,009.9%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.9% |
| 7D | +8.3% | +1.6% | +6.7% | +8.1% |
| 30D | -10.4% | +17.4% | -27.8% | -12.8% |
| 3M | -13.2% | +38.6% | -51.8% | -17.9% |
| 6M | -23.9% | +41.2% | -65.1% | -28.5% |
| YTD | +34.2% | +59.3% | -25.2% | +23.3% |
| 1Y | +22.2% | +60.2% | -38.0% | +12.1% |
| 3Y | +79.2% | +232.6% | -153.3% | +42.0% |
| 5Y | +38.1% | +285.9% | -247.7% | +5.4% |
| 10Y | +323.6% | +325.9% | -2.3% | +199.0% |
| All | +200.4% | +1,210.3% | -1,009.9% | +76.6% |
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