+504.4%
FE vs EXEL
+340.0%
+164.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.5% |
| 7D | -1.0% | +0.3% | -1.3% | -1.1% |
| 30D | +4.1% | +19.0% | -14.9% | +3.0% |
| 3M | -1.0% | +33.3% | -34.3% | -2.8% |
| 6M | +4.0% | +42.9% | -38.9% | +1.6% |
| YTD | +6.8% | +58.7% | -51.9% | +3.5% |
| 1Y | +5.3% | +70.5% | -65.2% | +1.5% |
| 3Y | +44.6% | +233.8% | -189.3% | +32.5% |
| 5Y | +44.2% | +259.3% | -215.1% | +30.7% |
| 10Y | +107.3% | +484.1% | -376.9% | +76.9% |
| All | +504.4% | +340.0% | +164.4% | +333.2% |
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