+18.3%
M vs EXEL
+45.9%
-27.6%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.3% | -5.8% | -4.9% |
| 7D | -4.3% | +0.3% | -4.5% | -4.1% |
| 30D | +1.3% | +19.0% | -17.8% | -2.7% |
| 3M | -7.4% | +33.3% | -40.6% | -13.7% |
| 6M | +18.3% | +42.9% | -24.5% | +7.3% |
| All | +18.3% | +45.9% | -27.6% | +7.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling