-9.3%
UL vs EXEL
+59.2%
-68.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -1.3% | +8.4% | -9.7% | -2.2% |
| 30D | +0.5% | +4.1% | -3.6% | 0.0% |
| 3M | +17.6% | +12.4% | +5.2% | +16.2% |
| 6M | -5.4% | +41.5% | -46.9% | -8.6% |
| YTD | +0.7% | +34.6% | -33.9% | -2.4% |
| 1Y | -9.3% | +57.9% | -67.1% | -14.0% |
| All | -9.3% | +59.2% | -68.5% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling