+13.6%
FIVE vs EXEL
+260.1%
-246.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -0.8% |
| 7D | -0.3% | +0.3% | -0.5% | -0.4% |
| 30D | +17.7% | +19.0% | -1.4% | +11.9% |
| 3M | +4.0% | +33.3% | -29.3% | -4.5% |
| 6M | +2.6% | +42.9% | -40.2% | -8.3% |
| YTD | +27.6% | +58.7% | -31.2% | +9.8% |
| 1Y | +59.9% | +70.5% | -10.6% | +34.5% |
| 3Y | +35.8% | +233.8% | -198.1% | -16.1% |
| All | +13.6% | +260.1% | -246.4% | -34.9% |
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