+38.3%
S vs EXEL
+230.5%
-192.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.3% |
| 7D | +2.0% | -0.8% | +2.8% | +2.1% |
| 30D | -2.7% | +13.1% | -15.9% | -3.7% |
| 3M | -6.9% | +36.3% | -43.2% | -9.8% |
| 6M | +38.1% | +34.5% | +3.5% | +33.7% |
| YTD | +48.0% | +57.4% | -9.4% | +39.9% |
| 1Y | +34.5% | +62.9% | -28.5% | +26.5% |
| 3Y | +38.3% | +229.5% | -191.2% | +14.8% |
| All | +38.3% | +230.5% | -192.1% | +14.8% |
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