+38.8%
M vs EXEL
+59.2%
-20.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | +4.7% | +8.4% | -3.6% | +2.7% |
| 30D | -9.6% | +4.1% | -13.7% | -10.6% |
| 3M | +0.9% | +12.4% | -11.6% | -2.3% |
| 6M | +22.3% | +41.5% | -19.3% | +12.1% |
| YTD | +6.5% | +34.6% | -28.1% | -1.9% |
| 1Y | +38.8% | +57.9% | -19.1% | +20.8% |
| All | +38.8% | +59.2% | -20.5% | +20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling