+26.7%
Q vs EXEL
+51.2%
-24.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | +0.2% | +8.4% | -8.1% | -1.4% |
| 30D | -11.1% | +4.1% | -15.2% | -11.8% |
| 3M | -22.1% | +12.4% | -34.5% | -24.5% |
| 6M | +0.5% | +41.5% | -41.1% | -10.9% |
| YTD | +47.8% | +34.6% | +13.2% | +31.7% |
| All | +26.7% | +51.2% | -24.4% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling