+1,950.0%
FDS vs EXEL
+273.2%
+1,676.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.5% |
| 7D | -1.9% | +8.4% | -10.3% | -3.0% |
| 30D | +9.0% | +4.1% | +4.9% | +8.3% |
| 3M | +18.9% | +12.4% | +6.4% | +16.8% |
| 6M | +35.1% | +41.5% | -6.4% | +28.1% |
| YTD | +5.5% | +34.6% | -29.1% | +0.5% |
| 1Y | -16.8% | +57.9% | -74.7% | -22.7% |
| 3Y | -28.1% | +159.5% | -187.6% | -38.8% |
| 5Y | -17.4% | +198.5% | -215.9% | -32.0% |
| 10Y | +85.4% | +411.4% | -325.9% | +30.9% |
| All | +1,950.0% | +273.2% | +1,676.8% | +775.8% |
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