+485.4%
P vs EXEL
+873.8%
-388.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +6.5% | +8.4% | -1.8% | +4.8% |
| 30D | +18.8% | +4.1% | +14.8% | +17.5% |
| 3M | +26.7% | +12.4% | +14.3% | +23.2% |
| 6M | +62.2% | +41.5% | +20.6% | +49.6% |
| YTD | +48.5% | +34.6% | +13.9% | +38.2% |
| 1Y | +26.4% | +57.9% | -31.5% | +13.0% |
| 3Y | +159.4% | +159.5% | -0.1% | +100.9% |
| 5Y | +275.8% | +198.5% | +77.3% | +177.5% |
| 10Y | +732.0% | +411.4% | +320.7% | +444.0% |
| All | +485.4% | +873.8% | -388.4% | +249.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling