-45.4%
IT vs EXEL
+191.3%
-236.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.3% | -5.1% | -7.0% |
| 7D | -9.1% | +1.4% | -10.5% | -9.3% |
| 30D | -7.0% | +6.7% | -13.7% | -8.2% |
| 3M | +7.6% | +11.5% | -3.8% | +5.4% |
| 6M | +2.1% | +38.8% | -36.7% | -4.6% |
| YTD | -31.6% | +31.6% | -63.2% | -35.5% |
| 1Y | -29.9% | +53.0% | -82.9% | -36.2% |
| 3Y | -51.3% | +160.8% | -212.1% | -62.6% |
| All | -45.4% | +191.3% | -236.6% | -59.5% |
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 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