+43.2%
TER vs EXEL
+92.4%
-49.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.6% | -7.4% | -6.9% |
| 7D | -19.9% | +9.8% | -29.6% | -21.3% |
| 30D | -43.5% | +23.6% | -67.2% | -46.1% |
| 3M | -37.8% | +29.9% | -67.7% | -41.4% |
| 6M | -25.6% | +64.7% | -90.3% | -36.7% |
| YTD | +29.8% | +66.0% | -36.2% | +8.7% |
| 1Y | +43.2% | +92.0% | -48.8% | +7.0% |
| All | +43.2% | +92.4% | -49.2% | +7.0% |
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