-1.6%
F vs EXEL
+74.8%
-76.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | 0.0% |
| 7D | -0.6% | +2.3% | -2.9% | -1.1% |
| 30D | +2.9% | +19.8% | -17.0% | -1.0% |
| 3M | -9.5% | +32.7% | -42.2% | -14.9% |
| 6M | +4.0% | +49.0% | -44.9% | -5.3% |
| YTD | -1.3% | +63.7% | -64.9% | -12.9% |
| All | -1.6% | +74.8% | -76.4% | -14.1% |
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 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