+290.4%
P vs EXEL
+289.1%
+1.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.2% | +4.6% | +3.6% |
| 7D | +17.8% | +1.6% | +16.2% | +17.5% |
| 30D | -29.9% | +17.4% | -47.2% | -31.6% |
| 3M | -1.2% | +38.6% | -39.8% | -6.2% |
| 6M | +32.1% | +41.2% | -9.1% | +24.2% |
| YTD | +64.3% | +59.3% | +5.0% | +50.3% |
| 1Y | +24.3% | +60.2% | -35.9% | +13.4% |
| 3Y | +203.2% | +232.6% | -29.3% | +122.3% |
| 5Y | +290.4% | +285.9% | +4.6% | +160.6% |
| All | +290.4% | +289.1% | +1.3% | +160.6% |
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