+178.5%
EXE vs EXEL
+153.9%
+24.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -0.9% | -1.1% |
| 7D | -0.3% | +8.4% | -8.6% | -1.2% |
| 30D | +8.5% | +4.1% | +4.4% | +7.8% |
| 3M | +5.5% | +12.4% | -7.0% | +3.8% |
| 6M | -5.9% | +41.5% | -47.4% | -10.4% |
| YTD | -9.7% | +34.6% | -44.4% | -13.6% |
| 1Y | +3.6% | +57.9% | -54.3% | -3.6% |
| 3Y | +18.0% | +159.5% | -141.5% | -2.5% |
| 5Y | +109.4% | +198.5% | -89.1% | +64.3% |
| All | +178.5% | +153.9% | +24.6% | +120.5% |
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