+448.7%
FIX vs EXEL
+231.1%
+217.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.3% | +4.2% | +5.2% |
| 7D | -17.5% | +0.3% | -17.7% | -17.3% |
| 30D | -41.6% | +19.0% | -60.6% | -43.2% |
| 3M | -40.6% | +33.3% | -73.9% | -43.5% |
| 6M | -49.4% | +42.9% | -92.2% | -52.7% |
| YTD | +9.2% | +58.7% | -49.5% | -0.5% |
| 1Y | +6.5% | +70.5% | -64.1% | -4.2% |
| 3Y | +448.7% | +233.8% | +214.9% | +311.8% |
| All | +448.7% | +231.1% | +217.6% | +311.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling