-39.0%
U vs EXEL
+118.6%
-157.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -3.8% | +8.4% | -12.2% | -6.3% |
| 30D | +17.5% | +4.1% | +13.4% | +15.2% |
| 3M | +38.7% | +12.4% | +26.3% | +32.6% |
| 6M | +104.4% | +41.5% | +62.9% | +78.9% |
| YTD | -5.7% | +34.6% | -40.3% | -16.2% |
| 1Y | +3.7% | +57.9% | -54.2% | -13.5% |
| 3Y | +12.3% | +159.5% | -147.2% | -27.6% |
| 5Y | -68.8% | +198.5% | -267.3% | -81.4% |
| All | -39.0% | +118.6% | -157.7% | -62.8% |
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 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