+66.1%
T vs EXEL
+195.7%
-129.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | -0.1% |
| 7D | -1.5% | +1.4% | -2.9% | -1.7% |
| 30D | +7.6% | +6.7% | +1.0% | +6.9% |
| 3M | +15.3% | +11.5% | +3.8% | +13.9% |
| 6M | -8.5% | +38.8% | -47.3% | -12.0% |
| YTD | +6.8% | +31.6% | -24.8% | +3.1% |
| 1Y | -7.2% | +53.0% | -60.3% | -12.5% |
| 3Y | +108.2% | +160.8% | -52.6% | +75.9% |
| 5Y | +66.1% | +190.1% | -124.0% | +35.6% |
| All | +66.1% | +195.7% | -129.7% | +35.6% |
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 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