-20.7%
FDS vs EXEL
+195.7%
-216.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.3% | -2.0% | -4.0% |
| 7D | -5.4% | +1.4% | -6.8% | -5.5% |
| 30D | +1.6% | +6.7% | -5.1% | +0.8% |
| 3M | +17.7% | +11.5% | +6.3% | +16.2% |
| 6M | +29.1% | +38.8% | -9.7% | +23.6% |
| YTD | +1.0% | +31.6% | -30.6% | -2.7% |
| 1Y | -21.6% | +53.0% | -74.6% | -26.2% |
| 3Y | -30.1% | +160.8% | -190.9% | -40.2% |
| 5Y | -20.7% | +190.1% | -210.8% | -35.0% |
| All | -20.7% | +195.7% | -216.5% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling