+33.6%
TER vs EXEL
+72.0%
-38.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.2% |
| 7D | -8.9% | -2.4% | -6.5% | -8.2% |
| 30D | -39.1% | +17.9% | -57.0% | -40.7% |
| 3M | -32.8% | +33.3% | -66.0% | -36.6% |
| 6M | -31.7% | +46.6% | -78.3% | -38.7% |
| YTD | +26.9% | +61.0% | -34.1% | +9.2% |
| 1Y | +33.6% | +70.4% | -36.9% | +12.5% |
| All | +33.6% | +72.0% | -38.5% | +12.5% |
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