+119.9%
NDAQ vs EXEL
+231.1%
-111.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.1% |
| 7D | +0.8% | +0.3% | +0.6% | +0.8% |
| 30D | +16.5% | +19.0% | -2.5% | +14.6% |
| 3M | +13.5% | +33.3% | -19.8% | +10.4% |
| 6M | +20.9% | +42.9% | -21.9% | +16.7% |
| YTD | +11.4% | +58.7% | -47.3% | +6.1% |
| 1Y | +25.9% | +70.5% | -44.6% | +19.1% |
| 3Y | +119.9% | +233.8% | -114.0% | +90.9% |
| All | +119.9% | +231.1% | -111.3% | +90.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling