+802.8%
TEAM vs EXEL
+1,061.6%
-258.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.6% |
| 7D | -0.4% | +8.4% | -8.8% | -2.0% |
| 30D | +67.3% | +4.1% | +63.2% | +65.9% |
| 3M | +86.8% | +12.4% | +74.4% | +82.4% |
| 6M | +146.8% | +41.5% | +105.3% | +128.4% |
| YTD | +16.9% | +34.6% | -17.7% | +9.1% |
| 1Y | +12.8% | +57.9% | -45.1% | +1.2% |
| 3Y | -7.3% | +159.5% | -166.8% | -27.4% |
| 5Y | -50.7% | +198.5% | -249.2% | -62.9% |
| 10Y | +529.8% | +411.4% | +118.5% | +290.2% |
| All | +802.8% | +1,061.6% | -258.9% | +363.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling