+47.4%
TER vs EXEL
+62.5%
-15.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.5% | -0.4% |
| 7D | +24.0% | +1.6% | +22.3% | +23.6% |
| 30D | -30.6% | +17.4% | -48.0% | -32.6% |
| 3M | -34.5% | +38.6% | -73.1% | -39.2% |
| 6M | -26.4% | +41.2% | -67.6% | -33.4% |
| YTD | +36.4% | +59.3% | -22.9% | +16.1% |
| 1Y | +47.4% | +60.2% | -12.8% | +24.7% |
| All | +47.4% | +62.5% | -15.1% | +24.7% |
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