-80.9%
FIG vs EXEL
+59.0%
-139.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -3.5% |
| 7D | -14.5% | -0.3% | -14.1% | -14.4% |
| 30D | -13.3% | +10.1% | -23.5% | -15.1% |
| 3M | +7.4% | +10.1% | -2.7% | +6.0% |
| 6M | -27.8% | +37.7% | -65.5% | -31.9% |
| YTD | -41.1% | +33.1% | -74.2% | -44.2% |
| 1Y | -58.7% | +52.4% | -111.1% | -65.5% |
| All | -80.9% | +59.0% | -139.9% | -85.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling