+206.7%
TER vs EXEL
+353.7%
-147.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +3.1% | +9.6% | +12.1% |
| 7D | -5.8% | +2.3% | -8.0% | -6.0% |
| 30D | -38.9% | +19.8% | -58.8% | -41.2% |
| 3M | -35.1% | +32.7% | -67.8% | -39.0% |
| 6M | -31.6% | +49.0% | -80.5% | -37.5% |
| YTD | +27.2% | +63.7% | -36.4% | +13.6% |
| 1Y | +35.2% | +75.8% | -40.6% | +18.8% |
| 3Y | +192.8% | +241.3% | -48.5% | +117.0% |
| 5Y | +72.4% | +289.0% | -216.6% | +23.0% |
| 10Y | +1,001.8% | +377.6% | +624.2% | +584.9% |
| All | +206.7% | +353.7% | -147.0% | -8.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling