+2,105.4%
FIX vs EXEL
+199.5%
+1,905.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +6.0% | +8.4% | -2.3% | +4.4% |
| 30D | -7.2% | +4.1% | -11.3% | -8.1% |
| 3M | -15.9% | +12.4% | -28.3% | -18.0% |
| 6M | +12.7% | +41.5% | -28.8% | +4.6% |
| YTD | +72.8% | +34.6% | +38.2% | +61.7% |
| 1Y | +122.9% | +57.9% | +65.0% | +101.7% |
| 3Y | +774.3% | +159.5% | +614.8% | +606.4% |
| All | +2,105.4% | +199.5% | +1,905.9% | +1,572.5% |
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