+352.2%
EWZ vs EXEL
+56.4%
+295.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.2% |
| 7D | +1.3% | -2.4% | +3.7% | +1.7% |
| 30D | -26.2% | +17.9% | -44.1% | -28.0% |
| 3M | -8.6% | +33.3% | -41.9% | -12.6% |
| 6M | -17.0% | +46.6% | -63.6% | -21.9% |
| YTD | +2.2% | +61.0% | -58.9% | -5.5% |
| 1Y | +2.7% | +70.4% | -67.8% | -5.9% |
| 3Y | +18.2% | +236.1% | -217.9% | -4.3% |
| 5Y | +56.0% | +284.8% | -228.8% | +21.8% |
| 10Y | +60.8% | +348.4% | -287.6% | +14.7% |
| All | +352.2% | +56.4% | +295.8% | +110.6% |
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