+27.4%
USFR vs EXEL
+800.9%
-773.5%
-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% | +8.4% | -8.3% | +0.1% |
| 30D | +0.3% | +4.1% | -3.8% | +0.3% |
| 3M | +1.0% | +12.4% | -11.4% | +1.0% |
| 6M | +1.9% | +41.5% | -39.6% | +1.9% |
| YTD | +2.6% | +34.6% | -32.0% | +2.6% |
| 1Y | +4.0% | +57.9% | -53.9% | +4.0% |
| 3Y | +14.1% | +159.5% | -145.4% | +14.0% |
| 5Y | +20.4% | +198.5% | -178.1% | +20.3% |
| 10Y | +28.0% | +411.4% | -383.3% | +27.8% |
| All | +27.4% | +800.9% | -773.5% | +27.0% |
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 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