-23.8%
FDS vs EXEL
+231.1%
-255.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.3% | -4.9% | -3.8% |
| 7D | -0.5% | +0.3% | -0.8% | -0.6% |
| 30D | +20.2% | +19.0% | +1.2% | +18.5% |
| 3M | +19.9% | +33.3% | -13.4% | +17.1% |
| 6M | +56.2% | +42.9% | +13.3% | +51.6% |
| YTD | +14.6% | +58.7% | -44.2% | +9.9% |
| 1Y | +31.6% | +70.5% | -38.9% | +25.4% |
| 3Y | -23.8% | +233.8% | -257.7% | -32.4% |
| All | -23.8% | +231.1% | -255.0% | -32.4% |
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