+49.0%
FE vs EXEL
+199.5%
-150.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | +1.9% | +8.4% | -6.4% | +1.4% |
| 30D | -1.2% | +4.1% | -5.2% | -1.5% |
| 3M | +3.5% | +12.4% | -8.9% | +2.6% |
| 6M | -6.1% | +41.5% | -47.6% | -8.3% |
| YTD | +7.6% | +34.6% | -27.0% | +5.3% |
| 1Y | +11.9% | +57.9% | -46.0% | +8.1% |
| 3Y | +48.4% | +159.5% | -111.1% | +34.5% |
| All | +49.0% | +199.5% | -150.5% | +31.9% |
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