+19,836.2%
FIX vs EXEL
+340.0%
+19,496.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.3% | +4.2% | +5.2% |
| 7D | -17.5% | +0.3% | -17.7% | -17.4% |
| 30D | -41.6% | +19.0% | -60.6% | -43.2% |
| 3M | -40.6% | +33.3% | -73.9% | -43.4% |
| 6M | -49.4% | +42.9% | -92.2% | -52.5% |
| YTD | +9.2% | +58.7% | -49.5% | +0.6% |
| 1Y | +6.5% | +70.5% | -64.1% | -3.1% |
| 3Y | +448.7% | +233.8% | +214.9% | +339.6% |
| 5Y | +948.7% | +259.3% | +689.4% | +719.1% |
| 10Y | +3,659.7% | +484.1% | +3,175.6% | +2,408.3% |
| All | +19,836.2% | +340.0% | +19,496.3% | +8,555.3% |
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