+18.3%
FIVE vs EXEL
+289.1%
-270.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.1% |
| 7D | +2.4% | +1.6% | +0.8% | +2.0% |
| 30D | +15.8% | +17.4% | -1.5% | +10.6% |
| 3M | +3.8% | +38.6% | -34.8% | -5.8% |
| 6M | +18.5% | +41.2% | -22.7% | +6.4% |
| YTD | +31.2% | +59.3% | -28.1% | +12.9% |
| 1Y | +61.8% | +60.2% | +1.6% | +38.8% |
| 3Y | +39.9% | +232.6% | -192.7% | -13.4% |
| 5Y | +18.3% | +285.9% | -267.5% | -33.9% |
| All | +18.3% | +289.1% | -270.8% | -33.9% |
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