+663.7%
EXC vs EXEL
+273.2%
+390.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.1% |
| 6M | -9.7% | +41.5% | -51.3% | -11.8% |
| YTD | +2.9% | +34.6% | -31.7% | +0.7% |
| 1Y | +4.4% | +57.9% | -53.5% | +1.0% |
| 3Y | +22.2% | +159.5% | -137.3% | +13.5% |
| 5Y | +46.7% | +198.5% | -151.8% | +34.2% |
| 10Y | +155.3% | +411.4% | -256.0% | +118.0% |
| All | +663.7% | +273.2% | +390.5% | +438.5% |
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