+49.5%
FND vs EXEL
+161.1%
-111.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.3% | -2.3% | -4.0% |
| 7D | +0.4% | +1.4% | -1.0% | 0.0% |
| 30D | -23.6% | +6.7% | -30.2% | -24.9% |
| 3M | +4.3% | +11.5% | -7.1% | +1.3% |
| 6M | -20.3% | +38.8% | -59.1% | -27.1% |
| YTD | -21.3% | +31.6% | -52.9% | -27.3% |
| 1Y | -45.4% | +53.0% | -98.4% | -51.7% |
| 3Y | -48.9% | +160.8% | -209.7% | -62.3% |
| 5Y | -61.0% | +190.1% | -251.1% | -72.5% |
| All | +49.5% | +161.1% | -111.6% | -10.0% |
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