-72.0%
S vs EXEL
+199.5%
-271.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -7.7% | +8.4% | -16.1% | -9.9% |
| 30D | -5.3% | +4.1% | -9.4% | -6.8% |
| 3M | +20.3% | +12.4% | +7.8% | +15.5% |
| 6M | +47.4% | +41.5% | +5.8% | +30.8% |
| YTD | +32.5% | +34.6% | -2.1% | +19.2% |
| 1Y | +9.5% | +57.9% | -48.3% | -7.6% |
| 3Y | +15.5% | +159.5% | -144.0% | -27.4% |
| All | -72.0% | +199.5% | -271.5% | -86.1% |
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 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