+625.9%
TEAM vs EXEL
+1,291.7%
-665.8%
-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 | -19.7% | -2.8% | -16.9% | -19.3% |
| 30D | -26.6% | +18.2% | -44.8% | -29.0% |
| 3M | -1.1% | +37.7% | -38.8% | -7.3% |
| 6M | +74.6% | +42.2% | +32.4% | +62.3% |
| YTD | -6.0% | +61.3% | -67.3% | -15.4% |
| 1Y | -3.2% | +64.5% | -67.7% | -13.4% |
| 3Y | -13.5% | +236.7% | -250.2% | -35.6% |
| 5Y | -65.5% | +296.3% | -361.8% | -75.3% |
| 10Y | +454.5% | +331.1% | +123.4% | +258.7% |
| All | +625.9% | +1,291.7% | -665.8% | +259.1% |
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 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