-92.0%
UUUU vs EXEL
+512.1%
-604.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | +1.8% | -0.3% | +2.2% | +1.9% |
| 30D | +1.8% | +10.1% | -8.3% | -0.1% |
| 3M | +1.3% | +10.1% | -8.8% | -0.8% |
| 6M | -26.8% | +37.7% | -64.4% | -31.6% |
| YTD | +0.1% | +33.1% | -33.0% | -6.2% |
| 1Y | +11.2% | +52.4% | -41.1% | +0.7% |
| 3Y | +97.7% | +163.8% | -66.1% | +55.5% |
| 5Y | +127.3% | +198.5% | -71.2% | +74.3% |
| 10Y | +532.6% | +386.9% | +145.7% | +313.4% |
| All | -92.0% | +512.1% | -604.0% | -96.1% |
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