+52.1%
EWZ vs EXEL
+289.1%
-237.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.9% |
| 7D | +0.1% | +1.6% | -1.6% | -0.1% |
| 30D | -25.9% | +17.4% | -43.2% | -27.0% |
| 3M | -6.1% | +38.6% | -44.8% | -9.0% |
| 6M | -16.1% | +41.2% | -57.3% | -18.9% |
| YTD | +1.0% | +59.3% | -58.4% | -3.6% |
| 1Y | 0.0% | +60.2% | -60.3% | -4.7% |
| 3Y | +16.8% | +232.6% | -215.7% | +1.2% |
| 5Y | +52.1% | +285.9% | -233.8% | +31.7% |
| All | +52.1% | +289.1% | -237.0% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling