+403.1%
PL vs EXEL
+227.0%
+176.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -5.6% | -4.6% | -8.5% |
| 7D | -20.5% | +3.8% | -24.3% | -21.3% |
| 30D | -38.8% | +17.8% | -56.6% | -41.6% |
| 3M | -49.1% | +21.2% | -70.3% | -52.0% |
| 6M | -69.4% | +54.7% | -124.1% | -73.3% |
| YTD | -42.3% | +56.8% | -99.1% | -50.0% |
| 1Y | -14.2% | +70.2% | -84.4% | -27.2% |
| All | +403.1% | +227.0% | +176.1% | +239.9% |
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