-70.0%
U vs EXEL
+285.1%
-355.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | -1.2% |
| 7D | +32.3% | +2.3% | +30.0% | +30.8% |
| 30D | +9.7% | +19.8% | -10.1% | +1.9% |
| 3M | +19.6% | +32.7% | -13.1% | +6.1% |
| 6M | +82.6% | +49.0% | +33.7% | +52.7% |
| YTD | +16.4% | +63.7% | -47.2% | -7.7% |
| 1Y | +28.5% | +75.8% | -47.3% | -2.0% |
| 3Y | +103.8% | +241.3% | -137.5% | -6.2% |
| 5Y | -70.0% | +289.0% | -359.1% | -88.1% |
| All | -70.0% | +285.1% | -355.1% | -88.1% |
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