+150.1%
EXE vs EXEL
+203.7%
-53.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.6% | +3.9% | +2.5% |
| 7D | -2.2% | -2.4% | +0.2% | -2.0% |
| 30D | -0.3% | +17.9% | -18.2% | -2.2% |
| 3M | -9.3% | +33.3% | -42.6% | -12.3% |
| 6M | -7.2% | +46.6% | -53.8% | -11.6% |
| YTD | -18.9% | +61.0% | -79.9% | -24.0% |
| 1Y | -21.7% | +70.4% | -92.1% | -27.2% |
| 3Y | +21.0% | +236.1% | -215.1% | -3.5% |
| 5Y | +76.0% | +284.8% | -208.9% | +34.1% |
| All | +150.1% | +203.7% | -53.6% | +94.1% |
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