-3.4%
M vs EXEL
+281.2%
-284.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.8% |
| 7D | +7.0% | -0.8% | +7.8% | +7.3% |
| 30D | +8.9% | +13.1% | -4.2% | +5.4% |
| 3M | +4.5% | +36.3% | -31.8% | -4.0% |
| 6M | +36.2% | +34.5% | +1.7% | +25.2% |
| YTD | +15.1% | +57.4% | -42.3% | +0.8% |
| 1Y | +27.4% | +62.9% | -35.5% | +10.3% |
| 3Y | +160.1% | +229.5% | -69.4% | +67.3% |
| All | -3.4% | +281.2% | -284.7% | -44.2% |
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