-8.7%
T vs EXEL
+70.3%
-79.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.3% | +0.5% |
| 7D | +2.6% | -2.4% | +5.0% | +2.3% |
| 30D | -1.1% | +17.9% | -19.0% | +1.0% |
| 3M | -7.7% | +33.3% | -41.0% | -4.2% |
| 6M | -10.6% | +46.6% | -57.2% | -5.7% |
| YTD | -7.5% | +61.0% | -68.5% | -0.6% |
| All | -8.7% | +70.3% | -79.0% | -2.2% |
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