+92.6%
NDAQ vs EXEL
+160.6%
-68.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.7% |
| 7D | -2.6% | +1.4% | -3.9% | -2.7% |
| 30D | +0.5% | +6.7% | -6.2% | -0.2% |
| 3M | +9.9% | +11.5% | -1.6% | +8.7% |
| 6M | +8.2% | +38.8% | -30.6% | +4.4% |
| YTD | -1.5% | +31.6% | -33.1% | -4.5% |
| 1Y | +1.3% | +53.0% | -51.7% | -3.5% |
| 3Y | +92.6% | +160.8% | -68.2% | +69.7% |
| All | +92.6% | +160.6% | -68.0% | +69.7% |
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