+13.5%
U vs EXEL
+160.6%
-147.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +3.0% |
| 7D | +4.5% | +1.4% | +3.1% | +4.2% |
| 30D | -0.6% | +6.7% | -7.2% | -1.9% |
| 3M | +48.4% | +11.5% | +37.0% | +44.5% |
| 6M | +115.4% | +38.8% | +76.6% | +98.3% |
| YTD | -3.2% | +31.6% | -34.8% | -9.9% |
| 1Y | -6.0% | +53.0% | -59.1% | -16.1% |
| 3Y | +13.5% | +160.8% | -147.4% | -15.2% |
| All | +13.5% | +160.6% | -147.1% | -15.2% |
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