+806.8%
FIVE vs EXEL
+1,013.1%
-206.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -0.6% |
| 7D | -0.3% | +0.3% | -0.5% | -0.3% |
| 30D | +17.7% | +19.0% | -1.4% | +15.1% |
| 3M | +4.0% | +33.3% | -29.3% | +0.3% |
| 6M | +2.6% | +42.9% | -40.2% | -2.1% |
| YTD | +27.6% | +58.7% | -31.2% | +19.9% |
| 1Y | +59.9% | +70.5% | -10.6% | +49.0% |
| 3Y | +35.8% | +233.8% | -198.1% | +15.5% |
| 5Y | +14.4% | +259.3% | -244.9% | -3.8% |
| 10Y | +576.1% | +484.1% | +92.0% | +444.7% |
| All | +806.8% | +1,013.1% | -206.3% | +538.1% |
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 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