+344.3%
RF vs EXEL
+273.2%
+71.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +1.3% | +8.4% | -7.1% | -0.1% |
| 30D | -3.6% | +4.1% | -7.7% | -4.4% |
| 3M | +8.1% | +12.4% | -4.3% | +5.7% |
| 6M | +11.5% | +41.5% | -30.1% | +4.5% |
| YTD | +15.6% | +34.6% | -19.1% | +9.1% |
| 1Y | +15.7% | +57.9% | -42.2% | +5.8% |
| 3Y | +86.9% | +159.5% | -72.6% | +54.1% |
| 5Y | +89.8% | +198.5% | -108.7% | +50.6% |
| 10Y | +344.7% | +411.4% | -66.7% | +198.8% |
| All | +344.3% | +273.2% | +71.1% | +105.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling