+3,689.8%
FN vs EXEL
+1,461.1%
+2,228.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.2% |
| 7D | -1.7% | +8.4% | -10.1% | -2.9% |
| 30D | -22.0% | +4.1% | -26.1% | -22.7% |
| 3M | -43.0% | +12.4% | -55.4% | -44.3% |
| 6M | -27.7% | +41.5% | -69.3% | -32.0% |
| YTD | -10.5% | +34.6% | -45.2% | -15.1% |
| 1Y | +12.5% | +57.9% | -45.4% | +3.9% |
| 3Y | +153.8% | +159.5% | -5.7% | +111.9% |
| 5Y | +288.0% | +198.5% | +89.5% | +213.0% |
| 10Y | +906.4% | +411.4% | +495.1% | +605.1% |
| All | +3,689.8% | +1,461.1% | +2,228.7% | +1,738.5% |
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 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