+103.6%
EXE vs EXEL
+195.7%
-92.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.5% |
| 7D | -1.8% | +1.4% | -3.2% | -1.9% |
| 30D | +6.4% | +6.7% | -0.3% | +5.7% |
| 3M | +9.2% | +11.5% | -2.2% | +7.9% |
| 6M | -7.0% | +38.8% | -45.8% | -10.5% |
| YTD | -9.5% | +31.6% | -41.0% | -12.5% |
| 1Y | +6.2% | +53.0% | -46.8% | +0.4% |
| 3Y | +20.7% | +160.8% | -140.1% | +1.9% |
| 5Y | +103.6% | +190.1% | -86.4% | +60.5% |
| All | +103.6% | +195.7% | -92.1% | +60.5% |
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 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