+31.6%
FDS vs EXEL
+92.4%
-60.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.8% |
| 7D | +9.4% | +9.8% | -0.3% | +8.7% |
| 30D | +23.8% | +23.6% | +0.2% | +22.3% |
| 3M | +25.1% | +29.9% | -4.8% | +23.3% |
| 6M | +53.8% | +64.7% | -10.9% | +50.3% |
| YTD | +19.6% | +66.0% | -46.4% | +16.2% |
| 1Y | +31.6% | +92.0% | -60.3% | +28.0% |
| All | +31.6% | +92.4% | -60.8% | +28.0% |
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