+46.0%
F vs EXEL
+160.6%
-114.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +5.3% | +8.4% | -3.0% | +3.9% |
| 30D | +4.6% | +4.1% | +0.5% | +3.8% |
| 3M | -3.7% | +12.4% | -16.1% | -5.8% |
| 6M | +16.8% | +41.5% | -24.7% | +9.9% |
| YTD | +15.3% | +34.6% | -19.3% | +9.1% |
| 1Y | +31.0% | +57.9% | -26.9% | +20.5% |
| All | +46.0% | +160.6% | -114.6% | +22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling