+56.2%
FDS vs EXEL
+45.9%
+10.2%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.3% | -4.9% | -3.8% |
| 7D | -0.5% | +0.3% | -0.8% | -0.5% |
| 30D | +20.2% | +19.0% | +1.2% | +19.6% |
| 3M | +19.9% | +33.3% | -13.4% | +19.5% |
| 6M | +56.2% | +42.9% | +13.3% | +64.1% |
| All | +56.2% | +45.9% | +10.2% | +64.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling