+8.1%
EWZ vs EXEL
+92.4%
-84.3%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.6% |
| 7D | -4.1% | +9.8% | -13.8% | -5.0% |
| 30D | -25.0% | +23.6% | -48.6% | -26.8% |
| 3M | -10.6% | +29.9% | -40.6% | -13.5% |
| 6M | -16.6% | +64.7% | -81.3% | -21.8% |
| YTD | +2.5% | +66.0% | -63.5% | -4.8% |
| 1Y | +8.1% | +92.0% | -83.9% | -5.5% |
| All | +8.1% | +92.4% | -84.3% | -5.5% |
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