+21.9%
FIX vs EXEL
+70.6%
-48.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.2% | +4.9% | +5.0% |
| 7D | +6.4% | -2.8% | +9.3% | +7.1% |
| 30D | -29.1% | +18.2% | -47.3% | -30.6% |
| 3M | -31.1% | +37.7% | -68.9% | -34.9% |
| 6M | -42.8% | +42.2% | -85.0% | -46.9% |
| YTD | +24.6% | +61.3% | -36.7% | +9.5% |
| 1Y | +21.9% | +64.5% | -42.5% | +5.6% |
| All | +21.9% | +70.6% | -48.6% | +5.6% |
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