+698.3%
EXC vs EXEL
+340.0%
+358.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.2% | -2.0% |
| 7D | -1.2% | +0.3% | -1.4% | -1.2% |
| 30D | +10.0% | +19.0% | -9.1% | +8.7% |
| 3M | +1.6% | +33.3% | -31.7% | -0.3% |
| 6M | +3.3% | +42.9% | -39.6% | +0.8% |
| YTD | +7.6% | +58.7% | -51.2% | +4.1% |
| 1Y | +3.5% | +70.5% | -67.0% | -0.3% |
| 3Y | +27.7% | +233.8% | -206.2% | +16.7% |
| 5Y | +41.1% | +259.3% | -218.2% | +27.6% |
| 10Y | +178.2% | +484.1% | -305.9% | +136.0% |
| All | +698.3% | +340.0% | +358.3% | +456.9% |
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 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