+14.4%
FIX vs EXEL
+92.4%
-78.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +0.6% | -15.7% | -15.2% |
| 7D | -18.9% | +9.8% | -28.7% | -19.9% |
| 30D | -36.3% | +23.6% | -59.9% | -38.3% |
| 3M | -38.5% | +29.9% | -68.4% | -41.1% |
| 6M | -42.3% | +64.7% | -107.0% | -48.9% |
| YTD | +17.1% | +66.0% | -48.9% | +2.5% |
| 1Y | +14.4% | +92.0% | -77.6% | -8.8% |
| All | +14.4% | +92.4% | -78.0% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling