+202.8%
TER vs EXEL
+199.5%
+3.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.5% |
| 7D | +0.6% | +8.4% | -7.8% | -1.4% |
| 30D | -8.3% | +4.1% | -12.3% | -9.4% |
| 3M | -12.2% | +12.4% | -24.6% | -15.3% |
| 6M | +17.1% | +41.5% | -24.5% | +6.5% |
| YTD | +84.7% | +34.6% | +50.0% | +69.6% |
| 1Y | +199.9% | +57.9% | +142.1% | +163.1% |
| 3Y | +232.8% | +159.5% | +73.3% | +145.2% |
| All | +202.8% | +199.5% | +3.3% | +91.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling