+277.2%
TER vs EXEL
+160.6%
+116.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.3% | +6.5% | +4.5% |
| 7D | +11.0% | +1.4% | +9.6% | +10.7% |
| 30D | -1.9% | +6.7% | -8.5% | -2.9% |
| 3M | -0.7% | +11.5% | -12.1% | -2.7% |
| 6M | +36.4% | +38.8% | -2.4% | +28.9% |
| YTD | +92.4% | +31.6% | +60.9% | +82.9% |
| 1Y | +213.5% | +53.0% | +160.5% | +191.2% |
| 3Y | +277.2% | +160.8% | +116.4% | +258.8% |
| All | +277.2% | +160.6% | +116.6% | +258.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling