-3.5%
F vs EXEL
+70.6%
-74.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -2.1% | -2.8% | +0.7% | -1.6% |
| 30D | +3.3% | +18.2% | -14.9% | -0.3% |
| 3M | -11.3% | +37.7% | -49.0% | -17.2% |
| 6M | +5.3% | +42.2% | -36.9% | -3.2% |
| YTD | -2.2% | +61.3% | -63.5% | -13.5% |
| 1Y | -3.5% | +64.5% | -68.0% | -14.8% |
| All | -3.5% | +70.6% | -74.1% | -14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling