+47.6%
EXC vs EXEL
+199.5%
-151.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | +0.3% | +8.4% | -8.1% | -0.2% |
| 30D | -3.7% | +4.1% | -7.8% | -4.0% |
| 3M | -1.3% | +12.4% | -13.7% | -2.0% |
| 6M | -9.7% | +41.5% | -51.3% | -11.8% |
| YTD | +2.9% | +34.6% | -31.7% | +0.8% |
| 1Y | +4.4% | +57.9% | -53.5% | +0.9% |
| 3Y | +22.2% | +159.5% | -137.3% | +9.8% |
| All | +47.6% | +199.5% | -151.9% | +28.6% |
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 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