+199.8%
TER vs EXEL
+59.2%
+140.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.6% | +5.5% |
| 7D | +0.6% | +8.4% | -7.8% | -0.9% |
| 30D | -8.3% | +4.1% | -12.4% | -8.9% |
| 3M | -12.2% | +12.4% | -24.7% | -14.8% |
| 6M | +17.0% | +41.5% | -24.5% | +7.3% |
| YTD | +84.6% | +34.6% | +50.0% | +70.1% |
| 1Y | +199.8% | +57.9% | +141.9% | +181.7% |
| All | +199.8% | +59.2% | +140.6% | +181.7% |
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