+10.1%
IR vs EXEL
+164.9%
-154.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -2.8% | +8.4% | -11.2% | -3.7% |
| 30D | -15.1% | +4.1% | -19.2% | -15.6% |
| 3M | +6.1% | +12.4% | -6.4% | +4.6% |
| 6M | -16.8% | +41.5% | -58.4% | -20.1% |
| YTD | -3.5% | +34.6% | -38.2% | -7.0% |
| 1Y | -3.5% | +57.9% | -61.4% | -8.4% |
| All | +10.1% | +164.9% | -154.8% | +0.9% |
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