+43.5%
F vs EXEL
+231.1%
-187.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.9% |
| 7D | +1.6% | +0.3% | +1.3% | +1.5% |
| 30D | +2.6% | +19.0% | -16.4% | -0.1% |
| 3M | -8.8% | +33.3% | -42.1% | -12.9% |
| 6M | +4.6% | +42.9% | -38.2% | -1.3% |
| YTD | -1.9% | +58.7% | -60.6% | -9.1% |
| 1Y | -0.8% | +70.5% | -71.3% | -9.0% |
| 3Y | +43.5% | +233.8% | -190.4% | +22.7% |
| All | +43.5% | +231.1% | -187.7% | +22.7% |
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