+68.9%
NI vs EXEL
+164.8%
-95.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.7% | -0.6% |
| 7D | +1.3% | -0.3% | +1.6% | +1.3% |
| 30D | -0.3% | +10.1% | -10.4% | -1.0% |
| 3M | -9.5% | +10.1% | -19.5% | -10.2% |
| 6M | -10.2% | +37.7% | -47.9% | -12.7% |
| YTD | +1.8% | +33.1% | -31.3% | -0.8% |
| 1Y | +5.7% | +52.4% | -46.7% | +1.6% |
| All | +68.9% | +164.8% | -95.8% | +43.3% |
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 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