+18.3%
NOW vs EXEL
+160.6%
-142.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | -2.4% | +8.4% | -10.8% | -2.7% |
| 30D | +20.5% | +4.1% | +16.4% | +20.3% |
| 3M | +18.3% | +12.4% | +5.9% | +17.7% |
| 6M | +24.1% | +41.5% | -17.5% | +21.4% |
| YTD | -7.8% | +34.6% | -42.4% | -9.5% |
| 1Y | -21.4% | +57.9% | -79.3% | -24.0% |
| All | +18.3% | +160.6% | -142.4% | +7.9% |
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