+177.5%
EXEL vs BG
+81.8%
+95.7%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.5% | -2.0% |
| 7D | -4.9% | +3.1% | -8.0% | -5.3% |
| 30D | +11.4% | +10.2% | +1.2% | +9.9% |
| 3M | +4.9% | -1.7% | +6.6% | +5.0% |
| 6M | +34.4% | +1.0% | +33.4% | +33.8% |
| YTD | +28.0% | +39.9% | -11.9% | +21.1% |
| 1Y | +43.6% | +53.2% | -9.6% | +33.5% |
| 3Y | +155.2% | +16.3% | +138.9% | +145.6% |
| All | +177.5% | +81.8% | +95.7% | +128.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling