+35.0%
UL vs EXEL
+236.1%
-201.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | -0.1% |
| 7D | +2.6% | -2.4% | +5.0% | +2.7% |
| 30D | +6.8% | +17.9% | -11.1% | +5.3% |
| 3M | +5.7% | +33.3% | -27.5% | +3.2% |
| 6M | +15.9% | +46.6% | -30.7% | +12.2% |
| YTD | +4.3% | +61.0% | -56.8% | +0.1% |
| 1Y | -0.4% | +70.4% | -70.9% | -4.8% |
| 3Y | +35.0% | +236.1% | -201.1% | +18.9% |
| All | +35.0% | +236.1% | -201.1% | +18.9% |
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