+42.1%
RF vs EXEL
+260.1%
-218.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -0.5% |
| 7D | -0.9% | +0.3% | -1.2% | -1.0% |
| 30D | +6.0% | +19.0% | -13.0% | +3.1% |
| 3M | -8.9% | +33.3% | -42.2% | -13.0% |
| 6M | +2.3% | +42.9% | -40.5% | -3.7% |
| YTD | +7.6% | +58.7% | -51.2% | -1.0% |
| 1Y | +21.2% | +70.5% | -49.4% | +10.1% |
| 3Y | +108.5% | +233.8% | -125.3% | +61.5% |
| All | +42.1% | +260.1% | -218.0% | +5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling