+5.4%
S vs EXEL
+52.8%
-47.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -2.2% |
| 7D | -5.8% | +1.4% | -7.2% | -5.8% |
| 30D | -9.2% | +6.7% | -15.9% | -9.3% |
| 3M | +23.4% | +11.5% | +11.9% | +22.8% |
| 6M | +36.9% | +38.8% | -1.9% | +33.6% |
| YTD | +29.5% | +31.6% | -2.0% | +26.5% |
| 1Y | +5.4% | +53.0% | -47.6% | +1.1% |
| All | +5.4% | +52.8% | -47.3% | +1.1% |
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 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