+19.7%
F vs EXEL
+273.2%
-253.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +5.3% | +8.4% | -3.0% | +4.1% |
| 30D | +4.6% | +4.1% | +0.5% | +3.9% |
| 3M | -3.7% | +12.4% | -16.1% | -5.5% |
| 6M | +16.8% | +41.5% | -24.7% | +10.5% |
| YTD | +15.3% | +34.6% | -19.3% | +9.8% |
| 1Y | +31.0% | +57.9% | -26.9% | +21.4% |
| 3Y | +45.4% | +159.5% | -114.1% | +22.9% |
| 5Y | +54.7% | +198.5% | -143.8% | +26.6% |
| 10Y | +98.2% | +411.4% | -313.1% | +37.7% |
| All | +19.7% | +273.2% | -253.5% | -45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling