+48.4%
IR vs EXEL
+199.5%
-151.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -2.8% | +8.4% | -11.2% | -4.0% |
| 30D | -15.1% | +4.1% | -19.2% | -15.7% |
| 3M | +6.1% | +12.4% | -6.4% | +4.1% |
| 6M | -16.8% | +41.5% | -58.4% | -21.2% |
| YTD | -3.5% | +34.6% | -38.2% | -8.1% |
| 1Y | -3.5% | +57.9% | -61.4% | -10.4% |
| 3Y | +9.5% | +159.5% | -150.0% | -8.0% |
| All | +48.4% | +199.5% | -151.2% | +16.3% |
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 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