+3.4%
EXC vs EXEL
+59.2%
-55.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -0.7% | +8.4% | -9.0% | -0.6% |
| 30D | -4.6% | +4.1% | -8.7% | -4.6% |
| 3M | -2.2% | +12.4% | -14.6% | -2.0% |
| 6M | -10.6% | +41.5% | -52.1% | -9.5% |
| YTD | +1.9% | +34.6% | -32.7% | +3.0% |
| 1Y | +3.4% | +57.9% | -54.5% | +3.9% |
| All | +3.4% | +59.2% | -55.8% | +3.9% |
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