+161.2%
EXEL vs BG
+20.1%
+141.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.6% |
| 7D | -2.9% | +3.7% | -6.6% | -3.2% |
| 30D | +11.9% | +12.3% | -0.5% | +10.5% |
| 3M | +9.2% | -2.2% | +11.4% | +9.6% |
| 6M | +39.1% | +5.3% | +33.8% | +38.0% |
| YTD | +31.0% | +42.4% | -11.4% | +25.1% |
| 1Y | +52.3% | +55.2% | -2.9% | +43.5% |
| All | +161.2% | +20.1% | +141.1% | +149.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 3y: compounded portfolio wealth divided by compounded BG 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…
3y analysis · Full analysis span regression · 6 months rolling