+13.7%
O vs EXEL
+195.7%
-182.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.2% |
| 7D | -0.6% | +1.4% | -1.9% | -0.7% |
| 30D | -2.0% | +6.7% | -8.6% | -2.6% |
| 3M | +3.0% | +11.5% | -8.5% | +1.9% |
| 6M | -3.6% | +38.8% | -42.4% | -6.7% |
| YTD | +12.1% | +31.6% | -19.5% | +8.9% |
| 1Y | +8.9% | +53.0% | -44.1% | +4.0% |
| 3Y | +30.3% | +160.8% | -130.5% | +14.1% |
| 5Y | +13.7% | +190.1% | -176.4% | -4.4% |
| All | +13.7% | +195.7% | -182.0% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling