+5.9%
EXC vs EXEL
+52.8%
-46.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +0.7% |
| 7D | +1.2% | +1.4% | -0.1% | +1.2% |
| 30D | -2.7% | +6.7% | -9.4% | -2.6% |
| 3M | -1.0% | +11.5% | -12.4% | -0.7% |
| 6M | -9.3% | +38.8% | -48.1% | -8.2% |
| YTD | +3.6% | +31.6% | -28.0% | +4.7% |
| 1Y | +5.9% | +53.0% | -47.1% | +7.4% |
| All | +5.9% | +52.8% | -46.9% | +7.4% |
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 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