+322.4%
NET vs EXEL
+246.3%
+76.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.6% |
| 7D | -16.4% | +9.8% | -26.1% | -17.0% |
| 30D | -25.8% | +23.6% | -49.5% | -27.2% |
| 3M | -11.5% | +29.9% | -41.4% | -13.7% |
| 6M | +18.9% | +64.7% | -45.8% | +12.9% |
| YTD | +35.2% | +66.0% | -30.8% | +28.0% |
| 1Y | +14.5% | +92.0% | -77.5% | +6.3% |
| All | +322.4% | +246.3% | +76.1% | +237.8% |
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 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