+20.6%
UL vs EXEL
+194.6%
-174.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -1.8% |
| 7D | -3.2% | -0.3% | -2.9% | -3.2% |
| 30D | -0.6% | +10.1% | -10.7% | -1.6% |
| 3M | +9.4% | +10.1% | -0.6% | +8.2% |
| 6M | -4.1% | +37.7% | -41.8% | -7.6% |
| YTD | -2.0% | +33.1% | -35.1% | -5.3% |
| 1Y | -9.0% | +52.4% | -61.3% | -13.4% |
| 3Y | +21.8% | +163.8% | -142.0% | +6.1% |
| 5Y | +20.6% | +198.5% | -177.9% | -0.8% |
| All | +20.6% | +194.6% | -174.0% | -0.8% |
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 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