+2,113.1%
FDS vs EXEL
+346.4%
+1,766.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | 0.0% |
| 7D | -2.0% | -2.4% | +0.4% | -1.7% |
| 30D | +13.5% | +17.9% | -4.4% | +10.9% |
| 3M | +15.2% | +33.3% | -18.1% | +10.5% |
| 6M | +47.0% | +46.6% | +0.5% | +39.0% |
| YTD | +13.9% | +61.0% | -47.1% | +5.8% |
| 1Y | +25.2% | +70.4% | -45.3% | +15.3% |
| 3Y | -25.3% | +236.1% | -261.4% | -38.7% |
| 5Y | -23.3% | +284.8% | -308.1% | -38.9% |
| 10Y | +126.0% | +348.4% | -222.4% | +64.0% |
| All | +2,113.1% | +346.4% | +1,766.7% | +821.6% |
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