+19.0%
EWZ vs EXEL
+231.1%
-212.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.6% |
| 7D | -1.5% | +0.3% | -1.7% | -1.5% |
| 30D | -24.5% | +19.0% | -43.6% | -25.5% |
| 3M | -10.7% | +33.3% | -44.0% | -12.6% |
| 6M | -19.1% | +42.9% | -61.9% | -21.3% |
| YTD | +1.6% | +58.7% | -57.1% | -2.0% |
| 1Y | +4.3% | +70.5% | -66.2% | 0.0% |
| 3Y | +19.0% | +233.8% | -214.9% | +9.4% |
| All | +19.0% | +231.1% | -212.2% | +9.4% |
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 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