-79.1%
FIG vs EXEL
+60.8%
-140.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.3% |
| 7D | -16.3% | +8.4% | -24.7% | -17.7% |
| 30D | -14.3% | +4.1% | -18.4% | -14.9% |
| 3M | +7.2% | +12.4% | -5.3% | +5.4% |
| 6M | -18.6% | +41.5% | -60.2% | -23.8% |
| YTD | -35.5% | +34.6% | -70.1% | -39.0% |
| 1Y | -55.8% | +57.9% | -113.7% | -64.5% |
| All | -79.1% | +60.8% | -140.0% | -84.3% |
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