-53.8%
TEAM vs EXEL
+195.7%
-249.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.3% | -4.7% | -6.5% |
| 7D | -5.7% | +1.4% | -7.0% | -5.9% |
| 30D | +18.3% | +6.7% | +11.7% | +16.6% |
| 3M | +80.2% | +11.5% | +68.8% | +75.9% |
| 6M | +111.0% | +38.8% | +72.2% | +94.1% |
| YTD | +8.8% | +31.6% | -22.8% | +1.3% |
| 1Y | +2.2% | +53.0% | -50.9% | -9.4% |
| 3Y | -14.6% | +160.8% | -175.4% | -40.6% |
| 5Y | -53.8% | +190.1% | -243.9% | -71.3% |
| All | -53.8% | +195.7% | -249.5% | -71.3% |
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