+23.1%
Q vs EXEL
+78.2%
-55.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.3% | +5.1% | +6.1% |
| 7D | +0.3% | +0.3% | 0.0% | +0.4% |
| 30D | -9.8% | +19.0% | -28.9% | -12.4% |
| 3M | -12.2% | +33.3% | -45.5% | -16.9% |
| 6M | -21.6% | +42.9% | -64.5% | -28.1% |
| YTD | +43.6% | +58.7% | -15.2% | +24.4% |
| 1Y | +25.7% | +70.5% | -44.8% | +6.7% |
| All | +23.1% | +78.2% | -55.1% | +4.1% |
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