-83.7%
FIG vs EXEL
+89.6%
-173.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.8% | +1.7% |
| 7D | -13.1% | +0.3% | -13.4% | -12.8% |
| 30D | -13.0% | +19.0% | -32.0% | -15.5% |
| 3M | -21.5% | +33.3% | -54.8% | -25.8% |
| 6M | -2.5% | +42.9% | -45.3% | -7.7% |
| YTD | -49.7% | +58.7% | -108.4% | -53.8% |
| 1Y | -59.1% | +70.5% | -129.6% | -63.4% |
| All | -83.7% | +89.6% | -173.3% | -88.1% |
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