+449.1%
PL vs EXEL
+160.6%
+288.4%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -9.3% | +8.4% | -17.7% | -11.4% |
| 30D | -18.9% | +4.1% | -23.0% | -20.1% |
| 3M | -58.4% | +12.4% | -70.8% | -60.0% |
| 6M | -30.3% | +41.5% | -71.9% | -37.3% |
| YTD | -8.1% | +34.6% | -42.7% | -16.5% |
| 1Y | +180.5% | +57.9% | +122.6% | +143.7% |
| All | +449.1% | +160.6% | +288.4% | +310.5% |
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