-80.3%
FIG vs EXEL
+57.2%
-137.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.3% | -3.4% | -5.2% |
| 7D | -16.4% | +1.4% | -17.7% | -16.6% |
| 30D | -2.3% | +6.7% | -9.0% | -3.8% |
| 3M | +7.8% | +11.5% | -3.6% | +6.3% |
| 6M | -21.8% | +38.8% | -60.6% | -26.5% |
| YTD | -39.1% | +31.6% | -70.7% | -42.2% |
| 1Y | -56.6% | +53.0% | -109.7% | -64.6% |
| All | -80.3% | +57.2% | -137.5% | -85.2% |
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 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