+28.5%
USFR vs EXEL
+979.4%
-950.9%
-2.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +0.1% | -2.8% | +2.9% | +0.1% |
| 30D | +0.4% | +18.2% | -17.8% | +0.4% |
| 3M | +1.1% | +37.7% | -36.7% | +1.1% |
| 6M | +2.1% | +42.2% | -40.2% | +2.0% |
| YTD | +3.4% | +61.3% | -57.9% | +3.4% |
| 1Y | +4.1% | +64.5% | -60.4% | +4.0% |
| 3Y | +14.4% | +236.7% | -222.3% | +14.3% |
| 5Y | +21.4% | +296.3% | -274.9% | +21.3% |
| 10Y | +28.5% | +331.1% | -302.6% | +28.3% |
| All | +28.5% | +979.4% | -950.9% | +28.1% |
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 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